{smcl}
{txt}{sf}{ul off}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.restricted EIP models.01-10-13.smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res}10 Jan 2013, 17:55:29
{txt}
{com}. 
. 
. 
. * OPEN "BASE 'PURSE STRINGS'" DATA SET
.   
. use "D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.02-01-12.dta", clear
{txt}
{com}.   
. 
.   
. 
. ****************************************************************************************************************************************
. ***************************************************************************************************************************************
. 
. ******* EIP MODEL: MODEL 2 (RESTRICTED MODEL REPORTED IN MANUSCRIPT: TIMEWISE DUMMY FIXED EFFECTS IN EIP MODEL ARE OMITTED) ********
. 
. *** NOTE: THE 'RESTRICTED' EIP MODEL ONLY CONTAINS AGENCY-LEVEL (CROSS-SECTIONAL) FIXED EFFECTS *** 
. 
. 
. ***************************************************************************************************************************************
. ***************************************************************************************************************************************
. ***************************************************************************************************************************************
. ***************************************************************************************************************************************
. 
. 
. 
. 
. **** FIRST-STAGE ESTIMATION: OBTAINING INTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL MODEL ESTIMATES *****
. 
. 
. 
. set more off 
{txt}
{com}. 
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. * eststo clear
. 
. 
. 
. ** MODEL 2 (REPORTED IN THE MANUSCRIPT): (OMIT BOTH ASCIHA & ASCTHA INTERACTION TERMS FROM ACCOMMODATION PROPOSAL MODEL SPECIFICATION)
. 
. 
. xtreg prgrowth hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratepres lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp, fe cluster(agencycode)

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1282
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2500                         {txt}Obs per group: min = {res}       18
{txt}       between = {res}0.1255                                        {txt}avg = {res}     40.1
{txt}       overall = {res}0.2235                                        {txt}max = {res}       47

{col 49}{help j_robustsingular##|_new:F(12,31)}{col 68}{txt}={col 70}{res}        .
{txt}corr(u_i, Xb)  = {res}-0.3413                        {txt}Prob > F           =    {res}     .

{txt}{ralign 89:(Std. Err. adjusted for {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}{col 37}    Robust
{col 1}               prgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      t{col 57}   P>|t|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 16}hdempct {c |}{col 25}{res}{space 2} -.565407{col 37}{space 2} .4730651{col 48}{space 1}   -1.20{col 57}{space 3}0.241{col 65}{space 4} -1.53023{col 78}{space 3} .3994157
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} 1.057281{col 37}{space 2}  .361947{col 48}{space 1}    2.92{col 57}{space 3}0.006{col 65}{space 4}  .319085{col 78}{space 3} 1.795477
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2}  6.34646{col 37}{space 2} 2.423054{col 48}{space 1}    2.62{col 57}{space 3}0.014{col 65}{space 4}  1.40461{col 78}{space 3} 11.28831
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-2.897847{col 37}{space 2} 1.792587{col 48}{space 1}   -1.62{col 57}{space 3}0.116{col 65}{space 4}-6.553851{col 78}{space 3} .7581575
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.0303425{col 37}{space 2} .3239749{col 48}{space 1}   -0.09{col 57}{space 3}0.926{col 65}{space 4}-.6910937{col 78}{space 3} .6304087
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-.7123572{col 37}{space 2} 3.363202{col 48}{space 1}   -0.21{col 57}{space 3}0.834{col 65}{space 4}-7.571653{col 78}{space 3} 6.146938
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}  .420855{col 37}{space 2} .0783169{col 48}{space 1}    5.37{col 57}{space 3}0.000{col 65}{space 4} .2611265{col 78}{space 3} .5805834
{txt}{space 13}ueratepres {c |}{col 25}{res}{space 2} 1.999201{col 37}{space 2} 2.046754{col 48}{space 1}    0.98{col 57}{space 3}0.336{col 65}{space 4}-2.175182{col 78}{space 3} 6.173584
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2} 2.431276{col 37}{space 2} 1.117742{col 48}{space 1}    2.18{col 57}{space 3}0.037{col 65}{space 4} .1516247{col 78}{space 3} 4.710926
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2}-3.965489{col 37}{space 2} 1.659993{col 48}{space 1}   -2.39{col 57}{space 3}0.023{col 65}{space 4}-7.351067{col 78}{space 3}-.5799116
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}  3.80441{col 37}{space 2} 2.531182{col 48}{space 1}    1.50{col 57}{space 3}0.143{col 65}{space 4}-1.357969{col 78}{space 3} 8.966789
{txt}{space 20}grh {c |}{col 25}{res}{space 2}-1.279978{col 37}{space 2} 3.091681{col 48}{space 1}   -0.41{col 57}{space 3}0.682{col 65}{space 4}-7.585502{col 78}{space 3} 5.025546
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} -2.32287{col 37}{space 2} 2.416273{col 48}{space 1}   -0.96{col 57}{space 3}0.344{col 65}{space 4} -7.25089{col 78}{space 3} 2.605151
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-34.63318{col 37}{space 2} 9.179652{col 48}{space 1}   -3.77{col 57}{space 3}0.001{col 65}{space 4} -53.3552{col 78}{space 3}-15.91115
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 9.4976112
                {txt}sigma_e {c |} {res} 42.948775
                    {txt}rho {c |} {res} .04662215{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}.                 
.                 
. 
. * OBTAIN THE EXTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL BY COMPUTING THE PREDICTED VALUES OF THE DEPENDENT VARIABLE
. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1282{col 25}-6800.924{col 37}-6616.505{col 48}   12{col 57} 13257.01{col 69} 13318.88
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. predict eip, xbu
{txt}(318 missing values generated)

{com}. 
. 
. 
. 
. ***************************************************************************************************************************************
. 
. ***************************************************************************************************************************************
. 
. ***************************************************************************************************************************************
. 
. 
. **** SECOND-STAGE ESTIMATION: OBTAINING GENERALIZED PROPOSAL (GP) MODEL ESTIMATES *****
. 
. 
. 
. 
. **** EQUATION (2.1): EXCESS FUNDINGS BIAS EQUATION ANALYSIS *****
. 
. 
. * The xtset needs to be cleared in order to make the bootstrap process work with the cluster() and idcluster()
. 
. xtset, clear
{txt}
{com}. bootstrap _b, reps(10008) bca seed(123) nodots cluster(agencycode) idcluster(newagencycode): regress prgrowth eip presparty libagency modagency partymod partylib
{res}
{txt}Linear regression{col 49}Number of obs{col 68}= {res}     1282
{txt}{col 49}Replications{col 68}= {res}    10000
{txt}{col 49}Wald chi2({res}6{txt}){col 68}= {res}    44.51
{txt}{col 49}Prob > chi2{col 68}= {res}   0.0000
{txt}{col 49}R-squared{col 68}= {res}   0.2556
{txt}{col 49}Adj R-squared{col 68}= {res}   0.2521
{txt}{col 49}Root MSE{col 68}= {res}  42.2828

{txt}{ralign 78:(Replications based on {res:32} clusters in agencycode)}
{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}   Observed{col 26}   Bootstrap{col 54}         Norm{col 67}al-based
{col 1}    prgrowth{col 14}{c |}      Coef.{col 26}   Std. Err.{col 38}      z{col 46}   P>|z|{col 54}     [95% Con{col 67}f. Interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 9}eip {c |}{col 14}{res}{space 2} 1.001869{col 26}{space 2} .1828482{col 37}{space 1}    5.48{col 46}{space 3}0.000{col 54}{space 4} .6434932{col 67}{space 3} 1.360245
{txt}{space 3}presparty {c |}{col 14}{res}{space 2}-.8198627{col 26}{space 2} 2.836341{col 37}{space 1}   -0.29{col 46}{space 3}0.773{col 54}{space 4} -6.37899{col 67}{space 3} 4.739264
{txt}{space 3}libagency {c |}{col 14}{res}{space 2}-1.208671{col 26}{space 2} 1.443737{col 37}{space 1}   -0.84{col 46}{space 3}0.402{col 54}{space 4}-4.038344{col 67}{space 3} 1.621003
{txt}{space 3}modagency {c |}{col 14}{res}{space 2} 1.125944{col 26}{space 2} 1.188394{col 37}{space 1}    0.95{col 46}{space 3}0.343{col 54}{space 4}-1.203265{col 67}{space 3} 3.455154
{txt}{space 4}partymod {c |}{col 14}{res}{space 2}-2.796868{col 26}{space 2}  3.56523{col 37}{space 1}   -0.78{col 46}{space 3}0.433{col 54}{space 4} -9.78459{col 67}{space 3} 4.190854
{txt}{space 4}partylib {c |}{col 14}{res}{space 2} 4.475648{col 26}{space 2} 4.735358{col 37}{space 1}    0.95{col 46}{space 3}0.345{col 54}{space 4}-4.805484{col 67}{space 3} 13.75678
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1983829{col 26}{space 2} .9780936{col 37}{space 1}    0.20{col 46}{space 3}0.839{col 54}{space 4}-1.718645{col 67}{space 3} 2.115411
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{p 0 6 0 79}Note: one or more parameters could not be estimated in 8 bootstrap replicates; standard-error estimates include only complete replications.{p_end}

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1282{col 25}-6805.073{col 37}-6615.866{col 48}    7{col 57} 13245.73{col 69} 13281.83
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict bstrapeq2, xb
{txt}(318 missing values generated)

{com}. 
. xtile bootmedcons1=_b[_cons], nquantiles(2)
{txt}
{com}. xtile bootmedeip=_b[eip], nquantiles(2)
{txt}
{com}. xtile bootmedparty=_b[presparty], nquantiles(2)
{txt}
{com}. xtile bootmedlibagency=_b[libagency], nquantiles(2)
{txt}
{com}. xtile bootmedmodagency=_b[modagency], nquantiles(2)
{txt}
{com}. xtile bootmedpartymod=_b[partymod], nquantiles(2)
{txt}
{com}. xtile bootmedpartylib=_b[partylib], nquantiles(2)
{txt}
{com}. 
. 
. * Now we have to Reset the Panel Data Declaration
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. 
. * Generating Predicted Values of the Observed Proposal (OP)
. 
. gen predreq1=bootmedcons1+bootmedeip*eip+bootmedparty*presparty+bootmedlibagency*libagency+bootmedmodagency*modagency+bootmedpartymod*partymod+bootmedpartylib*partylib
{txt}(318 missing values generated)

{com}. 
. 
. * Generating the Residuals from Stage 1
. 
. gen residstage1=prgrowth-predreq1
{txt}(318 missing values generated)

{com}. gen absresidstage1=abs(residstage1)
{txt}(318 missing values generated)

{com}. 
. 
. 
. *************************************************************************************************************************************
. * EQUATION (2.2) -- FIRST-STAGE ARCH(j) MODEL ESTIMATES: j=1, j=2, j=3, & j=4 (ANALYSIS FROM 1 TO 4 LAGS ON THE ARCH TERMS) *
. *************************************************************************************************************************************
. 
. xtreg absresidstage1 l.absresidstage1, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1241
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1444                         {txt}Obs per group: min = {res}       17
{txt}       between = {res}0.9936                                        {txt}avg = {res}     38.8
{txt}       overall = {res}0.2213                                        {txt}max = {res}       46

                                                {txt}F({res}1{txt},{res}1208{txt})          = {res}   203.84
{txt}corr(u_i, Xb)  = {res}0.3829                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage1{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage1 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .3689437{col 28}{space 2} .0258413{col 39}{space 1}   14.28{col 48}{space 3}0.000{col 56}{space 4} .3182449{col 69}{space 3} .4196424
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2}  11.7206{col 28}{space 2} 1.035857{col 39}{space 1}   11.31{col 48}{space 3}0.000{col 56}{space 4} 9.688318{col 69}{space 3} 13.75288
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 8.6657156
       {txt}sigma_e {c |} {res} 31.746652
           {txt}rho {c |} {res}   .069343{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1208{txt}) = {res}    2.48            {txt}Prob > F = {res}0.0000
{txt}
{com}. predict absresid1stpred1, xbu
{txt}(359 missing values generated)

{com}. estat ic 

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1241{col 25}-6132.047{col 37}-6035.293{col 48}    2{col 57} 12074.59{col 69} 12084.83
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. *
. 
. xtreg absresidstage1 l(1/2).absresidstage1, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1202
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1595                         {txt}Obs per group: min = {res}       16
{txt}       between = {res}0.9958                                        {txt}avg = {res}     37.6
{txt}       overall = {res}0.2449                                        {txt}max = {res}       45

                                                {txt}F({res}2{txt},{res}1168{txt})          = {res}   110.81
{txt}corr(u_i, Xb)  = {res}0.4122                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage1{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage1 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .3605102{col 28}{space 2} .0289939{col 39}{space 1}   12.43{col 48}{space 3}0.000{col 56}{space 4} .3036242{col 69}{space 3} .4173962
{txt}{space 11}L2. {c |}{col 16}{res}{space 2} .0787845{col 28}{space 2} .0284092{col 39}{space 1}    2.77{col 48}{space 3}0.006{col 56}{space 4} .0230457{col 69}{space 3} .1345234
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 10.54031{col 28}{space 2} 1.106204{col 39}{space 1}    9.53{col 48}{space 3}0.000{col 56}{space 4} 8.369937{col 69}{space 3} 12.71068
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 8.2213531
       {txt}sigma_e {c |} {res} 31.746997
           {txt}rho {c |} {res} .06284798{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1168{txt}) = {res}    2.00            {txt}Prob > F = {res}0.0009
{txt}
{com}. predict absresid1stpred2, xbu
{txt}(398 missing values generated)

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1202{col 25}-5949.008{col 37}-5844.592{col 48}    3{col 57} 11695.18{col 69} 11710.46
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. *
. 
. xtreg absresidstage1 l(1/3).absresidstage1, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1163
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1684                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.9955                                        {txt}avg = {res}     36.3
{txt}       overall = {res}0.2469                                        {txt}max = {res}       44

                                                {txt}F({res}3{txt},{res}1128{txt})          = {res}    76.16
{txt}corr(u_i, Xb)  = {res}0.3888                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage1{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage1 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .3862029{col 28}{space 2} .0291225{col 39}{space 1}   13.26{col 48}{space 3}0.000{col 56}{space 4} .3290625{col 69}{space 3} .4433433
{txt}{space 11}L2. {c |}{col 16}{res}{space 2} .0472394{col 28}{space 2} .0309301{col 39}{space 1}    1.53{col 48}{space 3}0.127{col 56}{space 4}-.0134477{col 69}{space 3} .1079264
{txt}{space 11}L3. {c |}{col 16}{res}{space 2}-.0188383{col 28}{space 2} .0282036{col 39}{space 1}   -0.67{col 48}{space 3}0.504{col 56}{space 4}-.0741757{col 69}{space 3} .0364992
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 10.79256{col 28}{space 2} 1.152273{col 39}{space 1}    9.37{col 48}{space 3}0.000{col 56}{space 4} 8.531721{col 69}{space 3}  13.0534
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 8.1170454
       {txt}sigma_e {c |} {res} 31.351609
           {txt}rho {c |} {res} .06282019{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1128{txt}) = {res}    1.79            {txt}Prob > F = {res}0.0052
{txt}
{com}. predict absresid1stpred3, xbu
{txt}(437 missing values generated)

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1163{col 25}-5746.562{col 37}-5639.301{col 48}    4{col 57}  11286.6{col 69} 11306.84
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. *
. 
. xtreg absresidstage1 l(1/4).absresidstage1, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1124
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1888                         {txt}Obs per group: min = {res}       14
{txt}       between = {res}0.9776                                        {txt}avg = {res}     35.1
{txt}       overall = {res}0.2607                                        {txt}max = {res}       43

                                                {txt}F({res}4{txt},{res}1088{txt})          = {res}    63.32
{txt}corr(u_i, Xb)  = {res}0.3584                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage1{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage1 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .3901349{col 28}{space 2} .0284814{col 39}{space 1}   13.70{col 48}{space 3}0.000{col 56}{space 4} .3342503{col 69}{space 3} .4460195
{txt}{space 11}L2. {c |}{col 16}{res}{space 2} .0548238{col 28}{space 2} .0301522{col 39}{space 1}    1.82{col 48}{space 3}0.069{col 56}{space 4}-.0043394{col 69}{space 3} .1139869
{txt}{space 11}L3. {c |}{col 16}{res}{space 2}-.0080104{col 28}{space 2} .0294862{col 39}{space 1}   -0.27{col 48}{space 3}0.786{col 56}{space 4}-.0658667{col 69}{space 3} .0498459
{txt}{space 11}L4. {c |}{col 16}{res}{space 2} -.030113{col 28}{space 2} .0270921{col 39}{space 1}   -1.11{col 48}{space 3}0.267{col 56}{space 4}-.0832716{col 69}{space 3} .0230456
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 10.64372{col 28}{space 2} 1.150822{col 39}{space 1}    9.25{col 48}{space 3}0.000{col 56}{space 4} 8.385637{col 69}{space 3}  12.9018
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 7.6876874
       {txt}sigma_e {c |} {res} 29.725857
           {txt}rho {c |} {res} .06269104{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1088{txt}) = {res}    1.67            {txt}Prob > F = {res}0.0126
{txt}
{com}. predict absresid1stpred4, xbu
{txt}(476 missing values generated)

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1124{col 25}-5506.829{col 37} -5389.22{col 48}    5{col 57} 10788.44{col 69} 10813.56
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. *
. 
. 
. 
. correlate absresid1stpred1 absresid1stpred2 absresid1stpred3 absresid1stpred4 
{txt}(obs=1124)

             {c |} absre~d1 absres~2 absres~3 absres~4
{hline 13}{c +}{hline 36}
absresid1s~1 {c |}{res}   1.0000
{txt}absresid1s~2 {c |}{res}   0.9913   1.0000
{txt}absresid1s~3 {c |}{res}   0.9952   0.9953   1.0000
{txt}absresid1s~4 {c |}{res}   0.9877   0.9903   0.9941   1.0000

{txt}
{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * BASE SUBSEQUENT ANALYSIS ON ARCH(1)RESIDUAL PROCESS OBTAINED IN EQUATION (2.2) SINCE IT IS BEST FIT TO DATA AND HIGHLY CORRELATED WITH HIGHER-ORDER ARCH PROCESSES *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. *The result from the above list of procedures is that we will use a single lag for the model to bootstrap
. 
. * Bootstrapped ARCH model using the asbsolute values of the residuals from the preceding procedure *
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * EQUATION (2.3): ESTIMATE "FINAL" FIRST-STAGE ARCH(1) RESIDUAL ANALYSIS *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. gen lagabsresidstage1=l.absresidstage1
{txt}(343 missing values generated)

{com}. bootstrap _b, reps(10003) bca seed(123) nodots saving(eq3boot, replace): xtreg absresidstage1 lagabsresidstage1, fe
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1241
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1444                         {txt}Obs per group: min = {res}       17
{txt}       between = {res}0.9936                                        {txt}avg = {res}     38.8
{txt}       overall = {res}0.2213                                        {txt}max = {res}       46

                                                {txt}Wald chi2({res}1{txt})       = {res}    25.03
{txt}corr(u_i, Xb)  = {res}0.3829                         {txt}Prob > chi2        =    {res}0.0000

{txt}{ralign 83:(Replications based on clustering on agencycode)}
{hline 18}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 19}{c |}   Observed{col 31}   Bootstrap{col 59}         Norm{col 72}al-based
{col 1}   absresidstage1{col 19}{c |}      Coef.{col 31}   Std. Err.{col 43}      z{col 51}   P>|z|{col 59}     [95% Con{col 72}f. Interval]
{hline 18}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
lagabsresidstage1 {c |}{col 19}{res}{space 2} .3689437{col 31}{space 2}  .073749{col 42}{space 1}    5.00{col 51}{space 3}0.000{col 59}{space 4} .2243984{col 72}{space 3}  .513489
{txt}{space 12}_cons {c |}{col 19}{res}{space 2}  11.7206{col 31}{space 2} 1.497032{col 42}{space 1}    7.83{col 51}{space 3}0.000{col 59}{space 4}  8.78647{col 72}{space 3} 14.65473
{txt}{hline 18}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
          sigma_u {c |} {res} 8.6657156
          {txt}sigma_e {c |} {res} 31.746652
              {txt}rho {c |} {res}   .069343{txt}   (fraction of variance due to u_i)
{hline 18}{c BT}{hline 64}

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1241{col 25}-6132.047{col 37}-6035.293{col 48}    2{col 57} 12074.59{col 69} 12084.83
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict bstrapeq3, xbu
{txt}(359 missing values generated)

{com}. 
. xtile bootmedcons2=_b[_cons], nquantiles(2)
{txt}
{com}. xtile bootmedlagabsresid2=_b[lagabsresidstage1], nquantiles(2)
{txt}
{com}. 
. gen cfesdhat1=bootmedcons2+bootmedlagabsresid2*lagabsresidstage1
{txt}(343 missing values generated)

{com}.  
. gen cfesd1party=cfesdhat1*presparty
{txt}(343 missing values generated)

{com}. gen cfesd1modagency=cfesdhat1*modagency
{txt}(343 missing values generated)

{com}. gen cfesd1libagency=cfesdhat1*libagency
{txt}(343 missing values generated)

{com}. gen cfesd1partymodag=cfesdhat1*modagency*presparty
{txt}(343 missing values generated)

{com}. gen cfesd1partylibag=cfesdhat1*libagency*presparty
{txt}(343 missing values generated)

{com}. 
. regress prgrowth eip presparty libagency modagency partymod partylib ///
>         cfesdhat1 cfesd1party cfesd1modagency cfesd1libagency cfesd1partymodag cfesd1partylibag

      {txt}Source {c |}       SS       df       MS              Number of obs ={res}    1241
{txt}{hline 13}{char +}{hline 30}           F( 12,  1228) ={res}   24.23
    {txt}   Model {char |} {res} 482585.042    12  40215.4202           {txt}Prob > F      = {res} 0.0000
    {txt}Residual {char |} {res} 2038353.07  1228  1659.89664           {txt}R-squared     = {res} 0.1914
{txt}{hline 13}{char +}{hline 30}           Adj R-squared = {res} 0.1835
    {txt}   Total {char |} {res} 2520938.12  1240  2033.01461           {txt}Root MSE      = {res} 40.742

{txt}{hline 17}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}        prgrowth{col 18}{c |}      Coef.{col 30}   Std. Err.{col 42}      t{col 50}   P>|t|{col 58}     [95% Con{col 71}f. Interval]
{hline 17}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 13}eip {c |}{col 18}{res}{space 2}  .844626{col 30}{space 2} .0566441{col 41}{space 1}   14.91{col 50}{space 3}0.000{col 58}{space 4} .7334961{col 71}{space 3} .9557559
{txt}{space 7}presparty {c |}{col 18}{res}{space 2} .3028496{col 30}{space 2} 5.252175{col 41}{space 1}    0.06{col 50}{space 3}0.954{col 58}{space 4}-10.00138{col 71}{space 3} 10.60708
{txt}{space 7}libagency {c |}{col 18}{res}{space 2}-7.655845{col 30}{space 2} 3.893549{col 41}{space 1}   -1.97{col 50}{space 3}0.049{col 58}{space 4}-15.29459{col 71}{space 3}-.0171011
{txt}{space 7}modagency {c |}{col 18}{res}{space 2}-1.572959{col 30}{space 2} 3.858763{col 41}{space 1}   -0.41{col 50}{space 3}0.684{col 58}{space 4}-9.143457{col 71}{space 3} 5.997539
{txt}{space 8}partymod {c |}{col 18}{res}{space 2}-10.63808{col 30}{space 2} 7.212734{col 41}{space 1}   -1.47{col 50}{space 3}0.140{col 58}{space 4}-24.78872{col 71}{space 3} 3.512569
{txt}{space 8}partylib {c |}{col 18}{res}{space 2}-2.925895{col 30}{space 2} 8.375634{col 41}{space 1}   -0.35{col 50}{space 3}0.727{col 58}{space 4}-19.35803{col 71}{space 3} 13.50624
{txt}{space 7}cfesdhat1 {c |}{col 18}{res}{space 2}-.1292683{col 30}{space 2} .0469202{col 41}{space 1}   -2.76{col 50}{space 3}0.006{col 58}{space 4}-.2213208{col 71}{space 3}-.0372157
{txt}{space 5}cfesd1party {c |}{col 18}{res}{space 2} .0036304{col 30}{space 2} .1820337{col 41}{space 1}    0.02{col 50}{space 3}0.984{col 58}{space 4}-.3535011{col 71}{space 3} .3607618
{txt}{space 1}cfesd1modagency {c |}{col 18}{res}{space 2} .1324438{col 30}{space 2} .1318566{col 41}{space 1}    1.00{col 50}{space 3}0.315{col 58}{space 4}-.1262453{col 71}{space 3}  .391133
{txt}{space 1}cfesd1libagency {c |}{col 18}{res}{space 2} .2488428{col 30}{space 2} .0691307{col 41}{space 1}    3.60{col 50}{space 3}0.000{col 58}{space 4} .1132155{col 71}{space 3}   .38447
{txt}cfesd1partymodag {c |}{col 18}{res}{space 2} .2938995{col 30}{space 2} .2492467{col 41}{space 1}    1.18{col 50}{space 3}0.239{col 58}{space 4} -.195097{col 71}{space 3}  .782896
{txt}cfesd1partylibag {c |}{col 18}{res}{space 2} .5595034{col 30}{space 2} .2857214{col 41}{space 1}    1.96{col 50}{space 3}0.050{col 58}{space 4}-.0010528{col 71}{space 3}  1.12006
{txt}{space 11}_cons {c |}{col 18}{res}{space 2} 2.701157{col 30}{space 2} 2.391519{col 41}{space 1}    1.13{col 50}{space 3}0.259{col 58}{space 4}-1.990759{col 71}{space 3} 7.393073
{txt}{hline 17}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * EQUATION (2.4): FIRST-STAGE GENERALIZED PROPOSAL MODEL ESTIMATES *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. xtset, clear
{txt}
{com}. 
. bootstrap _b, reps(10010) bca seed(123) nodots cluster(agencycode) idcluster(new2agencycode) saving(cfesregboot, replace): ///
>         regress prgrowth eip presparty libagency modagency partymod partylib cfesdhat1 cfesd1party ///
>         cfesd1modagency cfesd1libagency cfesd1partymodag cfesd1partylibag
{res}
{txt}Linear regression{col 49}Number of obs{col 68}= {res}     1241
{txt}{col 49}Replications{col 68}= {res}    10000
{txt}{col 49}Wald chi2({res}12{txt}){col 68}= {res}    36.77
{txt}{col 49}Prob > chi2{col 68}= {res}   0.0002
{txt}{col 49}R-squared{col 68}= {res}   0.1914
{txt}{col 49}Adj R-squared{col 68}= {res}   0.1835
{txt}{col 49}Root MSE{col 68}= {res}  40.7418

{txt}{ralign 82:(Replications based on {res:32} clusters in agencycode)}
{hline 17}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 18}{c |}   Observed{col 30}   Bootstrap{col 58}         Norm{col 71}al-based
{col 1}        prgrowth{col 18}{c |}      Coef.{col 30}   Std. Err.{col 42}      z{col 50}   P>|z|{col 58}     [95% Con{col 71}f. Interval]
{hline 17}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 13}eip {c |}{col 18}{res}{space 2}  .844626{col 30}{space 2} .2295972{col 41}{space 1}    3.68{col 50}{space 3}0.000{col 58}{space 4} .3946238{col 71}{space 3} 1.294628
{txt}{space 7}presparty {c |}{col 18}{res}{space 2} .3028496{col 30}{space 2} 5.375966{col 41}{space 1}    0.06{col 50}{space 3}0.955{col 58}{space 4}-10.23385{col 71}{space 3} 10.83955
{txt}{space 7}libagency {c |}{col 18}{res}{space 2}-7.655845{col 30}{space 2}  4.61616{col 41}{space 1}   -1.66{col 50}{space 3}0.097{col 58}{space 4}-16.70335{col 71}{space 3} 1.391662
{txt}{space 7}modagency {c |}{col 18}{res}{space 2}-1.572959{col 30}{space 2} 3.663677{col 41}{space 1}   -0.43{col 50}{space 3}0.668{col 58}{space 4}-8.753634{col 71}{space 3} 5.607717
{txt}{space 8}partymod {c |}{col 18}{res}{space 2}-10.63808{col 30}{space 2} 6.247988{col 41}{space 1}   -1.70{col 50}{space 3}0.089{col 58}{space 4}-22.88391{col 71}{space 3} 1.607753
{txt}{space 8}partylib {c |}{col 18}{res}{space 2}-2.925895{col 30}{space 2} 10.74748{col 41}{space 1}   -0.27{col 50}{space 3}0.785{col 58}{space 4}-23.99057{col 71}{space 3} 18.13878
{txt}{space 7}cfesdhat1 {c |}{col 18}{res}{space 2}-.1292683{col 30}{space 2} .1483969{col 41}{space 1}   -0.87{col 50}{space 3}0.384{col 58}{space 4}-.4201208{col 71}{space 3} .1615843
{txt}{space 5}cfesd1party {c |}{col 18}{res}{space 2} .0036304{col 30}{space 2}  .264016{col 41}{space 1}    0.01{col 50}{space 3}0.989{col 58}{space 4}-.5138315{col 71}{space 3} .5210922
{txt}{space 1}cfesd1modagency {c |}{col 18}{res}{space 2} .1324438{col 30}{space 2}  .159181{col 41}{space 1}    0.83{col 50}{space 3}0.405{col 58}{space 4}-.1795451{col 71}{space 3} .4444328
{txt}{space 1}cfesd1libagency {c |}{col 18}{res}{space 2} .2488428{col 30}{space 2} .1762029{col 41}{space 1}    1.41{col 50}{space 3}0.158{col 58}{space 4}-.0965086{col 71}{space 3} .5941941
{txt}cfesd1partymodag {c |}{col 18}{res}{space 2} .2938995{col 30}{space 2} .3248071{col 41}{space 1}    0.90{col 50}{space 3}0.366{col 58}{space 4}-.3427108{col 71}{space 3} .9305098
{txt}cfesd1partylibag {c |}{col 18}{res}{space 2} .5595034{col 30}{space 2} .5102144{col 41}{space 1}    1.10{col 50}{space 3}0.273{col 58}{space 4}-.4404984{col 71}{space 3} 1.559505
{txt}{space 11}_cons {c |}{col 18}{res}{space 2} 2.701157{col 30}{space 2} 3.541411{col 41}{space 1}    0.76{col 50}{space 3}0.446{col 58}{space 4}-4.239881{col 71}{space 3} 9.642195
{txt}{hline 17}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{p 0 6 0 79}Note: one or more parameters could not be estimated in 10 bootstrap replicates; standard-error estimates include only complete replications.{p_end}

{com}. 
.     estat ic 

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1241{col 25}-6486.922{col 37}-6355.072{col 48}   13{col 57} 12736.14{col 69} 12802.75
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}.         
.         predict bstrapeq4, xb
{txt}(359 missing values generated)

{com}. 
. xtile bootmedcons3=_b[_cons], nquantiles(2)
{txt}
{com}. xtile bootmedeip3=_b[eip], nquantiles(2)
{txt}
{com}. xtile bootmedparty3=_b[presparty], nquantiles(2) 
{txt}
{com}. xtile bootmedlibagency3=_b[libagency], nquantiles(2)
{txt}
{com}. xtile bootmedmodagency3=_b[modagency], nquantiles(2)
{txt}
{com}. xtile bootmedpartymod3=_b[partymod], nquantiles(2)
{txt}
{com}. xtile bootmedpartylib3=_b[partylib], nquantiles(2)
{txt}
{com}. xtile bootmedcfesd3=_b[cfesdhat1],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdparty3=_b[cfesd1party],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdma3=_b[cfesd1modagency],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdla3=_b[cfesd1libagency],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdpma3=_b[cfesd1partymodag],  nquantiles(2)
{txt}
{com}. xtile bootmedcfesdpla3=_b[cfesd1partylibag], nquantiles(2)
{txt}
{com}. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. generate predvalstage2= bootmedcons3 + bootmedparty3*presparty + bootmedeip3*eip + ///
>         bootmedlibagency3*libagency + bootmedmodagency3*modagency + bootmedpartymod3*partymod + bootmedpartylib3*partylib + ///
>         bootmedcfesd3*cfesdhat1+ bootmedcfesdparty3*cfesd1party + bootmedcfesdma3*cfesd1modagency + ///
>         bootmedcfesdla3*cfesd1libagency + bootmedcfesdpma3*cfesd1partymodag + bootmedcfesdpla3*cfesd1partylibag
{txt}(359 missing values generated)

{com}. 
.         
. *generate residuals and absolute residuals from the prior procedures 
. 
. gen residstage2 = prgrowth-predvalstage2
{txt}(359 missing values generated)

{com}. 
. gen absresidstage2 = abs(residstage2)
{txt}(359 missing values generated)

{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * Testing the Residual Process from SECOND-STAGE ARCH(j) Analysis (ANALYSIS FROM 1 TO 4 LAGS ON THE ARCH TERMS) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. xtreg absresidstage2 l(1/1).absresidstage2, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1202
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2338                         {txt}Obs per group: min = {res}       16
{txt}       between = {res}0.9892                                        {txt}avg = {res}     37.6
{txt}       overall = {res}0.3099                                        {txt}max = {res}       45

                                                {txt}F({res}1{txt},{res}1169{txt})          = {res}   356.76
{txt}corr(u_i, Xb)  = {res}0.3732                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage2{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage2 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .4687694{col 28}{space 2} .0248184{col 39}{space 1}   18.89{col 48}{space 3}0.000{col 56}{space 4} .4200759{col 69}{space 3} .5174629
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 24.30801{col 28}{space 2}  2.23686{col 39}{space 1}   10.87{col 48}{space 3}0.000{col 56}{space 4}  19.9193{col 69}{space 3} 28.69671
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 16.060299
       {txt}sigma_e {c |} {res} 65.160752
           {txt}rho {c |} {res} .05726941{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1169{txt}) = {res}    1.83            {txt}Prob > F = {res}0.0038
{txt}
{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1202{col 25}-6869.487{col 37}-6709.416{col 48}    2{col 57} 13422.83{col 69} 13433.02
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict absresid2ndpred1, xbu
{txt}(398 missing values generated)

{com}. *
. 
. xtreg absresidstage2 l(1/2).absresidstage2, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1163
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2379                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.9943                                        {txt}avg = {res}     36.3
{txt}       overall = {res}0.3151                                        {txt}max = {res}       44

                                                {txt}F({res}2{txt},{res}1129{txt})          = {res}   176.25
{txt}corr(u_i, Xb)  = {res}0.3776                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage2{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage2 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .4848572{col 28}{space 2} .0293932{col 39}{space 1}   16.50{col 48}{space 3}0.000{col 56}{space 4} .4271859{col 69}{space 3} .5425286
{txt}{space 11}L2. {c |}{col 16}{res}{space 2}-.0006977{col 28}{space 2} .0284388{col 39}{space 1}   -0.02{col 48}{space 3}0.980{col 56}{space 4}-.0564966{col 69}{space 3} .0551012
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 23.70725{col 28}{space 2} 2.388319{col 39}{space 1}    9.93{col 48}{space 3}0.000{col 56}{space 4} 19.02121{col 69}{space 3} 28.39329
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 16.323962
       {txt}sigma_e {c |} {res} 65.140614
           {txt}rho {c |} {res} .05908764{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1129{txt}) = {res}    1.69            {txt}Prob > F = {res}0.0111
{txt}
{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1163{col 25}-6648.306{col 37}-6490.298{col 48}    3{col 57}  12986.6{col 69} 13001.77
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict absresid2ndpred2, xbu
{txt}(437 missing values generated)

{com}. *
. 
. xtreg absresidstage2 l(1/3).absresidstage2, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1124
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2473                         {txt}Obs per group: min = {res}       14
{txt}       between = {res}0.9915                                        {txt}avg = {res}     35.1
{txt}       overall = {res}0.3253                                        {txt}max = {res}       43

                                                {txt}F({res}3{txt},{res}1089{txt})          = {res}   119.24
{txt}corr(u_i, Xb)  = {res}0.3863                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage2{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage2 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .4920498{col 28}{space 2} .0299212{col 39}{space 1}   16.44{col 48}{space 3}0.000{col 56}{space 4} .4333401{col 69}{space 3} .5507596
{txt}{space 11}L2. {c |}{col 16}{res}{space 2}-.0029594{col 28}{space 2} .0329815{col 39}{space 1}   -0.09{col 48}{space 3}0.929{col 56}{space 4}-.0676738{col 69}{space 3}  .061755
{txt}{space 11}L3. {c |}{col 16}{res}{space 2} .0191824{col 28}{space 2} .0287867{col 39}{space 1}    0.67{col 48}{space 3}0.505{col 56}{space 4}-.0373013{col 69}{space 3} .0756662
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 22.01561{col 28}{space 2} 2.527834{col 39}{space 1}    8.71{col 48}{space 3}0.000{col 56}{space 4} 17.05563{col 69}{space 3} 26.97558
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 15.117812
       {txt}sigma_e {c |} {res} 65.136053
           {txt}rho {c |} {res} .05111503{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1089{txt}) = {res}    1.34            {txt}Prob > F = {res}0.1040
{txt}
{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1124{col 25}-6431.102{col 37} -6271.47{col 48}    4{col 57} 12550.94{col 69} 12571.04
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict absresid2ndpred3, xbu
{txt}(476 missing values generated)

{com}. *
. 
. xtreg absresidstage2 l(1/4).absresidstage2, fe

{txt}Fixed-effects (within) regression               Number of obs      = {res}     1085
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2638                         {txt}Obs per group: min = {res}       13
{txt}       between = {res}0.9778                                        {txt}avg = {res}     33.9
{txt}       overall = {res}0.3306                                        {txt}max = {res}       42

                                                {txt}F({res}4{txt},{res}1049{txt})          = {res}    93.97
{txt}corr(u_i, Xb)  = {res}0.3277                         {txt}Prob > F           =    {res}0.0000

{txt}{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}absresidstage2{col 16}{c |}      Coef.{col 28}   Std. Err.{col 40}      t{col 48}   P>|t|{col 56}     [95% Con{col 69}f. Interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
absresidstage2 {c |}
{space 11}L1. {c |}{col 16}{res}{space 2} .4990035{col 28}{space 2} .0291634{col 39}{space 1}   17.11{col 48}{space 3}0.000{col 56}{space 4} .4417781{col 69}{space 3} .5562288
{txt}{space 11}L2. {c |}{col 16}{res}{space 2}-.0211289{col 28}{space 2} .0322604{col 39}{space 1}   -0.65{col 48}{space 3}0.513{col 56}{space 4}-.0844312{col 69}{space 3} .0421735
{txt}{space 11}L3. {c |}{col 16}{res}{space 2} .0379442{col 28}{space 2} .0317697{col 39}{space 1}    1.19{col 48}{space 3}0.233{col 56}{space 4}-.0243953{col 69}{space 3} .1002836
{txt}{space 11}L4. {c |}{col 16}{res}{space 2}-.0841048{col 28}{space 2} .0283367{col 39}{space 1}   -2.97{col 48}{space 3}0.003{col 56}{space 4}-.1397078{col 69}{space 3}-.0285017
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 25.20021{col 28}{space 2} 2.544957{col 39}{space 1}    9.90{col 48}{space 3}0.000{col 56}{space 4} 20.20643{col 69}{space 3}   30.194
{txt}{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
       sigma_u {c |} {res} 18.167528
       {txt}sigma_e {c |} {res} 62.355298
           {txt}rho {c |} {res} .07824564{txt}   (fraction of variance due to u_i)
{hline 15}{c BT}{hline 64}
F test that all u_i=0:     F({res}31{txt}, {res}1049{txt}) = {res}    1.95            {txt}Prob > F = {res}0.0015
{txt}
{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1085{col 25}-6171.529{col 37}-6005.384{col 48}    5{col 57} 12020.77{col 69} 12045.71
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict absresid2ndpred4, xbu
{txt}(515 missing values generated)

{com}. 
. 
. 
. correlate absresid2ndpred1 absresid2ndpred2 absresid2ndpred3 absresid2ndpred4 
{txt}(obs=1085)

             {c |} a~dpred1 a~dpred2 a~dpred3 a~dpred4
{hline 13}{c +}{hline 36}
absresid2n~1 {c |}{res}   1.0000
{txt}absresid2n~2 {c |}{res}   0.9990   1.0000
{txt}absresid2n~3 {c |}{res}   0.9974   0.9987   1.0000
{txt}absresid2n~4 {c |}{res}   0.9860   0.9888   0.9884   1.0000

{txt}
{com}. 
. 
. 
. 
. * NOTE: Results of the testing process above is that we will use ARCH(1) going forward because the correlations with higher-order ARCH lag processes are > + 0.99, 
. * plus we save from unnecessarily losing observations
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. gen lagabsresidstage2=l.absresidstage2
{txt}(384 missing values generated)

{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * EQUATION (2.5): "FINAL" SECOND-STAGE ARCH(1) RESIDUAL ANALYSIS *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. bootstrap _b, reps(10003) bca seed(123) nodots saving(eq3primeboot, replace): xtreg absresidstage2 lagabsresidstage2, fe
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1202
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2338                         {txt}Obs per group: min = {res}       16
{txt}       between = {res}0.9892                                        {txt}avg = {res}     37.6
{txt}       overall = {res}0.3099                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}1{txt})       = {res}    48.23
{txt}corr(u_i, Xb)  = {res}0.3732                         {txt}Prob > chi2        =    {res}0.0000

{txt}{ralign 83:(Replications based on clustering on agencycode)}
{hline 18}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 19}{c |}   Observed{col 31}   Bootstrap{col 59}         Norm{col 72}al-based
{col 1}   absresidstage2{col 19}{c |}      Coef.{col 31}   Std. Err.{col 43}      z{col 51}   P>|z|{col 59}     [95% Con{col 72}f. Interval]
{hline 18}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
lagabsresidstage2 {c |}{col 19}{res}{space 2} .4687694{col 31}{space 2} .0674966{col 42}{space 1}    6.95{col 51}{space 3}0.000{col 59}{space 4} .3364784{col 72}{space 3} .6010603
{txt}{space 12}_cons {c |}{col 19}{res}{space 2} 24.30801{col 31}{space 2} 2.599613{col 42}{space 1}    9.35{col 51}{space 3}0.000{col 59}{space 4} 19.21286{col 72}{space 3} 29.40315
{txt}{hline 18}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
          sigma_u {c |} {res} 16.060299
          {txt}sigma_e {c |} {res} 65.160752
              {txt}rho {c |} {res} .05726941{txt}   (fraction of variance due to u_i)
{hline 18}{c BT}{hline 64}

{com}. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1202{col 25}-6869.487{col 37}-6709.416{col 48}    2{col 57} 13422.83{col 69} 13433.02
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. predict bstrapeq3p, xbu
{txt}(398 missing values generated)

{com}. 
. 
. 
. xtile bootmedcons4=_b[_cons], nquantiles(2)
{txt}
{com}. xtile bootmedlagstage2resid=_b[lagabsresidstage2], nquantiles(2)
{txt}
{com}. 
. gen cfesdhat2=bootmedcons4+bootmedlagstage2resid*lagabsresidstage2
{txt}(384 missing values generated)

{com}. 
. gen cfesd2party=cfesdhat2*presparty
{txt}(384 missing values generated)

{com}. gen cfesd2modagency=cfesdhat2*modagency
{txt}(384 missing values generated)

{com}. gen cfesd2libagency=cfesdhat2*libagency
{txt}(384 missing values generated)

{com}. gen cfesd2partymodag=cfesdhat2*modagency*presparty
{txt}(384 missing values generated)

{com}. gen cfesd2partylibag=cfesdhat2*libagency*presparty
{txt}(384 missing values generated)

{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ******* EQUATION (2.6): SECOND-STAGE/"FINAL' GENERALIZED PROPOSAL EQUATION ANALYSIS & CORRESPONDING WALD-TYPE HYPOTHESIS TESTS (DERIVED FROM THE EMPIRICAL DISTRIBUTION FUNCTION VIA 10,000 BOOTSTRAP SIMULATIONS) ********
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. *** "PRELIMINARY" EQUATION (2.6) ESTIMATES (SANS BOOTSTRAP STANDARD ERRORS)-- USED TO OBTAIN MODEL FIT STATISTICS (DO NOT REPORT COEFFICIENTS AND STANDARD ERRORS FROM THIS MODEL RUN)***
.  
. regress prgrowth ///
>         eip presparty libagency modagency partymod partylib cfesdhat2 cfesd2party cfesd2modagency cfesd2libagency ///
>         cfesd2partymodag cfesd2partylibag

      {txt}Source {c |}       SS       df       MS              Number of obs ={res}    1202
{txt}{hline 13}{char +}{hline 30}           F( 12,  1189) ={res}   21.43
    {txt}   Model {char |} {res} 439927.985    12  36660.6654           {txt}Prob > F      = {res} 0.0000
    {txt}Residual {char |} {res} 2033765.78  1189  1710.48426           {txt}R-squared     = {res} 0.1778
{txt}{hline 13}{char +}{hline 30}           Adj R-squared = {res} 0.1695
    {txt}   Total {char |} {res} 2473693.77  1201  2059.69506           {txt}Root MSE      = {res} 41.358

{txt}{hline 17}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}        prgrowth{col 18}{c |}      Coef.{col 30}   Std. Err.{col 42}      t{col 50}   P>|t|{col 58}     [95% Con{col 71}f. Interval]
{hline 17}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 13}eip {c |}{col 18}{res}{space 2} .8716095{col 30}{space 2} .0590951{col 41}{space 1}   14.75{col 50}{space 3}0.000{col 58}{space 4} .7556673{col 71}{space 3} .9875518
{txt}{space 7}presparty {c |}{col 18}{res}{space 2}-.3306139{col 30}{space 2} 5.535092{col 41}{space 1}   -0.06{col 50}{space 3}0.952{col 58}{space 4}-11.19025{col 71}{space 3} 10.52902
{txt}{space 7}libagency {c |}{col 18}{res}{space 2}-5.121063{col 30}{space 2} 4.082406{col 41}{space 1}   -1.25{col 50}{space 3}0.210{col 58}{space 4}-13.13059{col 71}{space 3}  2.88846
{txt}{space 7}modagency {c |}{col 18}{res}{space 2} .5325361{col 30}{space 2} 4.018461{col 41}{space 1}    0.13{col 50}{space 3}0.895{col 58}{space 4}-7.351528{col 71}{space 3}   8.4166
{txt}{space 8}partymod {c |}{col 18}{res}{space 2}-6.098543{col 30}{space 2} 7.660113{col 41}{space 1}   -0.80{col 50}{space 3}0.426{col 58}{space 4}-21.12739{col 71}{space 3} 8.930301
{txt}{space 8}partylib {c |}{col 18}{res}{space 2} 2.060834{col 30}{space 2} 9.054022{col 41}{space 1}    0.23{col 50}{space 3}0.820{col 58}{space 4}-15.70281{col 71}{space 3} 19.82447
{txt}{space 7}cfesdhat2 {c |}{col 18}{res}{space 2} .0135272{col 30}{space 2} .0324173{col 41}{space 1}    0.42{col 50}{space 3}0.677{col 58}{space 4}-.0500744{col 71}{space 3} .0771287
{txt}{space 5}cfesd2party {c |}{col 18}{res}{space 2} .0319099{col 30}{space 2} .0885541{col 41}{space 1}    0.36{col 50}{space 3}0.719{col 58}{space 4}-.1418298{col 71}{space 3} .2056496
{txt}{space 1}cfesd2modagency {c |}{col 18}{res}{space 2} .0290533{col 30}{space 2} .0668424{col 41}{space 1}    0.43{col 50}{space 3}0.664{col 58}{space 4} -.102089{col 71}{space 3} .1601956
{txt}{space 1}cfesd2libagency {c |}{col 18}{res}{space 2} .0570051{col 30}{space 2} .0404708{col 41}{space 1}    1.41{col 50}{space 3}0.159{col 58}{space 4} -.022397{col 71}{space 3} .1364072
{txt}cfesd2partymodag {c |}{col 18}{res}{space 2}-.0431896{col 30}{space 2}  .110398{col 41}{space 1}   -0.39{col 50}{space 3}0.696{col 58}{space 4}-.2597863{col 71}{space 3}  .173407
{txt}cfesd2partylibag {c |}{col 18}{res}{space 2}-.0027526{col 30}{space 2} .1107814{col 41}{space 1}   -0.02{col 50}{space 3}0.980{col 58}{space 4}-.2201014{col 71}{space 3} .2145963
{txt}{space 11}_cons {c |}{col 18}{res}{space 2}-1.044059{col 30}{space 2} 2.471474{col 41}{space 1}   -0.42{col 50}{space 3}0.673{col 58}{space 4}-5.892995{col 71}{space 3} 3.804876
{txt}{hline 17}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. estat ic 

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1202{col 25}-6290.882{col 37}-6173.192{col 48}   13{col 57} 12372.38{col 69} 12438.58
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. 
. 
. *** "FINAL" EQUATION (2.6) ESTIMATES --  REPORT COEFFICIENTS AND STANDARD ERRORS (COEFFICIENTS AND SAMPLE SIZE SHOULD BE IDENTICAL TO "PRELIMINARY ESTIMATES" ABOVE ***
.         
. 
. xtset, clear
{txt}
{com}. 
. *eststo clear
. 
. quietly bootstrap _b, reps(10010) bca seed(123) cluster(agencycode) idcluster(new3agencycode) saving(cfesregboot, replace): regress prgrowth ///
>         eip presparty libagency modagency partymod partylib cfesdhat2 cfesd2party cfesd2modagency cfesd2libagency ///
>         cfesd2partymodag cfesd2partylibag
{err}xxxxxxxxxx{txt}
{com}. 
. estat bootstrap, all

{txt}Linear regression{col 49}Number of obs{col 68}= {res}     1202
{txt}{col 49}Replications{col 68}= {res}    10000

{txt}{ralign 78:(Replications based on {res:32} clusters in agencycode)}
{col 1}{text}{hline 13}{c TT}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 14}{text}{c |}    Observed{col 38}    Bootstrap
{col 1}{text}    prgrowth{col 14}{c |}       Coef.{col 27}       Bias{col 38}    Std. Err.{col 51}  [95% Conf. Interval]
{col 1}{text}{hline 13}{c +}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 1}{text}         eip{col 14}{c |}{result}{space 2} .87160954{col 27}{space 2} .0400468{col 38}{space 2} .24967601{col 51}{space 2} .3822536{col 63}{space 1} 1.360966{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} .4733693{col 63}{space 1} 1.415173{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} .4444035{col 63}{space 1} 1.383088{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}  .375111{col 63}{space 1} 1.313455{col 73}{text} (BCa)
{col 1}{text}   presparty{col 14}{c |}{result}{space 2} -.3306139{col 27}{space 2} .3835766{col 38}{space 2} 4.6787665{col 51}{space 2}-9.500828{col 63}{space 1}   8.8396{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.972046{col 63}{space 1} 9.792886{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-9.678827{col 63}{space 1} 9.117844{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.339403{col 63}{space 1} 10.70304{col 73}{text} (BCa)
{col 1}{text}   libagency{col 14}{c |}{result}{space 2}-5.1210626{col 27}{space 2} 1.158061{col 38}{space 2}  4.227402{col 51}{space 2}-13.40662{col 63}{space 1} 3.164493{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-11.60604{col 63}{space 1} 5.103815{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.10669{col 63}{space 1} 3.106606{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-14.30767{col 63}{space 1} 2.228196{col 73}{text} (BCa)
{col 1}{text}   modagency{col 14}{c |}{result}{space 2} .53253612{col 27}{space 2} .3004941{col 38}{space 2} 2.6376708{col 51}{space 2}-4.637204{col 63}{space 1} 5.702276{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-4.486176{col 63}{space 1} 5.976644{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.311051{col 63}{space 1} 5.257393{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.364737{col 63}{space 1} 5.172689{col 73}{text} (BCa)
{col 1}{text}    partymod{col 14}{c |}{result}{space 2} -6.098543{col 27}{space 2}-.5985301{col 38}{space 2} 5.1035865{col 51}{space 2}-16.10139{col 63}{space 1} 3.904303{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} -17.1191{col 63}{space 1} 3.195759{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-15.94223{col 63}{space 1}  4.33606{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-17.25679{col 63}{space 1}  3.11504{col 73}{text} (BCa)
{col 1}{text}    partylib{col 14}{c |}{result}{space 2} 2.0608337{col 27}{space 2}-2.775638{col 38}{space 2} 8.6700193{col 51}{space 2}-14.93209{col 63}{space 1} 19.05376{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-19.09414{col 63}{space 1} 15.44453{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.31908{col 63}{space 1} 20.10183{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-12.89112{col 63}{space 1} 21.11109{col 73}{text} (BCa)
{col 1}{text}   cfesdhat2{col 14}{c |}{result}{space 2} .01352717{col 27}{space 2} .0052198{col 38}{space 2} .03486012{col 51}{space 2}-.0547974{col 63}{space 1} .0818517{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0470239{col 63}{space 1} .0853838{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -.067177{col 63}{space 1}  .068412{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0786733{col 63}{space 1} .0639082{col 73}{text} (BCa)
{col 1}{text} cfesd2party{col 14}{c |}{result}{space 2} .03190987{col 27}{space 2}-.0200327{col 38}{space 2} .07079919{col 51}{space 2} -.106854{col 63}{space 1} .1706737{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1239045{col 63}{space 1} .1709877{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0677176{col 63}{space 1}  .282277{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0598583{col 63}{space 1} .3381786{col 73}{text} (BCa)
{col 1}{text}cfesd2moda~y{col 14}{c |}{result}{space 2} .02905334{col 27}{space 2}-.0116293{col 38}{space 2} .05457851{col 51}{space 2}-.0779186{col 63}{space 1} .1360252{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1018175{col 63}{space 1} .1157559{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -.077766{col 63}{space 1}    .1344{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0700403{col 63}{space 1} .1459124{col 73}{text} (BCa)
{col 1}{text}cfesd2liba~y{col 14}{c |}{result}{space 2} .05700509{col 27}{space 2}-.0175316{col 38}{space 2} .04914196{col 51}{space 2}-.0393114{col 63}{space 1} .1533216{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0761249{col 63}{space 1} .1182691{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0433956{col 63}{space 1} .1537891{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0300478{col 63}{space 1} .1798754{col 73}{text} (BCa)
{col 1}{text}cfesd2pa~dag{col 14}{c |}{result}{space 2}-.04318964{col 27}{space 2} .0237176{col 38}{space 2} .08429227{col 51}{space 2}-.2083995{col 63}{space 1} .1220202{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1892601{col 63}{space 1}  .148068{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2702287{col 63}{space 1} .0960983{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.3038532{col 63}{space 1} .0856673{col 73}{text} (BCa)
{col 1}{text}cfesd2pa~bag{col 14}{c |}{result}{space 2}-.00275256{col 27}{space 2}   .05108{col 38}{space 2} .10007926{col 51}{space 2}-.1989043{col 63}{space 1} .1933992{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1401615{col 63}{space 1} .2717475{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.3129542{col 63}{space 1} .1304826{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.4762311{col 63}{space 1} .1215266{col 73}{text} (BCa)
{col 1}{text}       _cons{col 14}{c |}{result}{space 2}-1.0440592{col 27}{space 2}-.1937782{col 38}{space 2} 2.0148839{col 51}{space 2}-4.993159{col 63}{space 1} 2.905041{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.204833{col 63}{space 1} 2.768065{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-4.682211{col 63}{space 1} 3.350414{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-4.861722{col 63}{space 1} 3.058905{col 73}{text} (BCa)
{col 1}{text}{hline 13}{c BT}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 0}(N){col 8}normal confidence interval
{col 0}(P){col 8}percentile confidence interval
{col 0}(BC){col 8}bias-corrected confidence interval
{col 0}(BCa){col 8}bias-corrected and accelerated confidence interval
{p 0 6 0 79}Note: one or more parameters could not be estimated in 10 bootstrap replicates; standard-error estimates include only complete replications.{p_end}

{com}. 
. predict execreqgp, xb
{txt}(398 missing values generated)

{com}. 
. quietly bootstrap _b h1=(_b[_cons]) ///
>         h2=(_b[_cons] +_b[modagency]) ///
>         h3=(_b[_cons] +_b[libagency]) /// 
>         h4=(_b[libagency] - _b[modagency]) /// 
>         h5=(_b[_cons] + _b[presparty]) ///
>         h6=(_b[_cons] + _b[presparty] + _b[modagency] + _b[partymod]) /// 
>         h7=(_b[_cons] + _b[presparty] + _b[libagency] + _b[partylib]) ///
>         h8=(_b[libagency] + _b[partylib] - _b[modagency] - _b[partymod]) /// 
>         h9=(_b[cfesdhat2]) /// 
>         h10=(_b[cfesdhat2] + _b[cfesd2modagency]) ///
>         h11=(_b[cfesdhat2] + _b[cfesd2libagency]) ///
>         h12=(_b[cfesd2modagency] - _b[cfesd2libagency]) /// 
>         h13=(_b[cfesdhat2] + _b[cfesd2party]) ///
>         h14=(_b[cfesdhat2] + _b[cfesd2party] + _b[cfesd2modagency] + _b[cfesd2partymodag]) ///
>         h15=(_b[cfesdhat2] + _b[cfesd2party] + _b[cfesd2libagency] + _b[cfesd2partylibag])  ///
>         h16=(_b[cfesd2libagency] + _b[cfesd2partylibag] -  _b[cfesd2modagency] - _b[cfesd2partymodag]) h17=(_b[presparty]) ///
>         h18=(_b[presparty] + _b[partymod]) ///
>         h19=(_b[presparty] + _b[partylib]) /// 
>         h20=(_b[cfesd2party]) /// 
>         h21=(_b[cfesdhat2] + _b[cfesd2partymodag]) /// 
>         h22=(_b[cfesdhat2] + _b[cfesd2partylibag]), ///
>         cluster(agencycode) idcluster(new4agencycode) ///
>           reps(10010) bca seed(123): regress prgrowth eip presparty libagency modagency partymod partylib /// 
>       cfesdhat2 cfesd2party cfesd2modagency cfesd2libagency cfesd2partymodag cfesd2partylibag
{err}xxxxxxxxxx{txt}
{com}. 
. estat bootstrap, all

{txt}Linear regression{col 49}Number of obs{col 68}= {res}     1202
{txt}{col 49}Replications{col 68}= {res}    10000
{p2colset 7 17 21 2}{...}

{txt}{p2col :command:}regress prgrowth eip presparty libagency modagency partymod partylib cfesdhat2 cfesd2party cfesd2modagency cfesd2libagency cfesd2partymodag cfesd2partylibag{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h1:}{res:_b[_cons]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h2:}{res:_b[_cons] +_b[modagency]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h3:}{res:_b[_cons] +_b[libagency]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h4:}{res:_b[libagency] - _b[modagency]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h5:}{res:_b[_cons] + _b[presparty]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h6:}{res:_b[_cons] + _b[presparty] + _b[modagency] + _b[partymod]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h7:}{res:_b[_cons] + _b[presparty] + _b[libagency] + _b[partylib]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h8:}{res:_b[libagency] + _b[partylib] - _b[modagency] - _b[partymod]}{p_end}
{p2colset 6 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h9:}{res:_b[cfesdhat2]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h10:}{res:_b[cfesdhat2] + _b[cfesd2modagency]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h11:}{res:_b[cfesdhat2] + _b[cfesd2libagency]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h12:}{res:_b[cfesd2modagency] - _b[cfesd2libagency]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h13:}{res:_b[cfesdhat2] + _b[cfesd2party]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h14:}{res:_b[cfesdhat2] + _b[cfesd2party] + _b[cfesd2modagency] + _b[cfesd2partymodag]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h15:}{res:_b[cfesdhat2] + _b[cfesd2party] + _b[cfesd2libagency] + _b[cfesd2partylibag]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h16:}{res:_b[cfesd2libagency] + _b[cfesd2partylibag] - _b[cfesd2modagency] - _b[cfesd2partymodag]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h17:}{res:_b[presparty]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h18:}{res:_b[presparty] + _b[partymod]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h19:}{res:_b[presparty] + _b[partylib]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h20:}{res:_b[cfesd2party]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h21:}{res:_b[cfesdhat2] + _b[cfesd2partymodag]}{p_end}
{p2colset 5 17 21 2}{...}
{p2col :{txt}[{res:_eq2}]h22:}{res:_b[cfesdhat2] + _b[cfesd2partylibag]}{p_end}

{ralign 78:(Replications based on {res:32} clusters in agencycode)}
{col 1}{text}{hline 13}{c TT}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 14}{text}{c |}    Observed{col 38}    Bootstrap
{col 14}{text}{c |}       Coef.{col 27}       Bias{col 38}    Std. Err.{col 51}  [95% Conf. Interval]
{col 1}{text}{hline 13}{c +}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 1}{result}_eq1        {col 14}{text}{c |}
{col 1}{text}         eip{col 14}{c |}{result}{space 2} .87160954{col 27}{space 2} .0400468{col 38}{space 2} .24967601{col 51}{space 2} .3822536{col 63}{space 1} 1.360966{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} .4733693{col 63}{space 1} 1.415173{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} .4444035{col 63}{space 1} 1.383088{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}  .375111{col 63}{space 1} 1.313455{col 73}{text} (BCa)
{col 1}{text}   presparty{col 14}{c |}{result}{space 2} -.3306139{col 27}{space 2} .3835766{col 38}{space 2} 4.6787665{col 51}{space 2}-9.500828{col 63}{space 1}   8.8396{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.972046{col 63}{space 1} 9.792886{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-9.678827{col 63}{space 1} 9.117844{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.339403{col 63}{space 1} 10.70304{col 73}{text} (BCa)
{col 1}{text}   libagency{col 14}{c |}{result}{space 2}-5.1210626{col 27}{space 2} 1.158061{col 38}{space 2}  4.227402{col 51}{space 2}-13.40662{col 63}{space 1} 3.164493{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-11.60604{col 63}{space 1} 5.103815{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.10669{col 63}{space 1} 3.106606{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-14.30767{col 63}{space 1} 2.228196{col 73}{text} (BCa)
{col 1}{text}   modagency{col 14}{c |}{result}{space 2} .53253612{col 27}{space 2} .3004941{col 38}{space 2} 2.6376708{col 51}{space 2}-4.637204{col 63}{space 1} 5.702276{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-4.486176{col 63}{space 1} 5.976644{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.311051{col 63}{space 1} 5.257393{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.364737{col 63}{space 1} 5.172689{col 73}{text} (BCa)
{col 1}{text}    partymod{col 14}{c |}{result}{space 2} -6.098543{col 27}{space 2}-.5985301{col 38}{space 2} 5.1035865{col 51}{space 2}-16.10139{col 63}{space 1} 3.904303{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} -17.1191{col 63}{space 1} 3.195759{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-15.94223{col 63}{space 1}  4.33606{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-17.25679{col 63}{space 1}  3.11504{col 73}{text} (BCa)
{col 1}{text}    partylib{col 14}{c |}{result}{space 2} 2.0608337{col 27}{space 2}-2.775638{col 38}{space 2} 8.6700193{col 51}{space 2}-14.93209{col 63}{space 1} 19.05376{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-19.09414{col 63}{space 1} 15.44453{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.31908{col 63}{space 1} 20.10183{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-12.89112{col 63}{space 1} 21.11109{col 73}{text} (BCa)
{col 1}{text}   cfesdhat2{col 14}{c |}{result}{space 2} .01352717{col 27}{space 2} .0052198{col 38}{space 2} .03486012{col 51}{space 2}-.0547974{col 63}{space 1} .0818517{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0470239{col 63}{space 1} .0853838{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -.067177{col 63}{space 1}  .068412{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0786733{col 63}{space 1} .0639082{col 73}{text} (BCa)
{col 1}{text} cfesd2party{col 14}{c |}{result}{space 2} .03190987{col 27}{space 2}-.0200327{col 38}{space 2} .07079919{col 51}{space 2} -.106854{col 63}{space 1} .1706737{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1239045{col 63}{space 1} .1709877{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0677176{col 63}{space 1}  .282277{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0598583{col 63}{space 1} .3381786{col 73}{text} (BCa)
{col 1}{text}cfesd2moda~y{col 14}{c |}{result}{space 2} .02905334{col 27}{space 2}-.0116293{col 38}{space 2} .05457851{col 51}{space 2}-.0779186{col 63}{space 1} .1360252{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1018175{col 63}{space 1} .1157559{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -.077766{col 63}{space 1}    .1344{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0700403{col 63}{space 1} .1459124{col 73}{text} (BCa)
{col 1}{text}cfesd2liba~y{col 14}{c |}{result}{space 2} .05700509{col 27}{space 2}-.0175316{col 38}{space 2} .04914196{col 51}{space 2}-.0393114{col 63}{space 1} .1533216{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0761249{col 63}{space 1} .1182691{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0433956{col 63}{space 1} .1537891{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0300478{col 63}{space 1} .1798754{col 73}{text} (BCa)
{col 1}{text}cfesd2pa~dag{col 14}{c |}{result}{space 2}-.04318964{col 27}{space 2} .0237176{col 38}{space 2} .08429227{col 51}{space 2}-.2083995{col 63}{space 1} .1220202{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1892601{col 63}{space 1}  .148068{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2702287{col 63}{space 1} .0960983{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.3038532{col 63}{space 1} .0856673{col 73}{text} (BCa)
{col 1}{text}cfesd2pa~bag{col 14}{c |}{result}{space 2}-.00275256{col 27}{space 2}   .05108{col 38}{space 2} .10007926{col 51}{space 2}-.1989043{col 63}{space 1} .1933992{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1401615{col 63}{space 1} .2717475{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.3129542{col 63}{space 1} .1304826{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.4762311{col 63}{space 1} .1215266{col 73}{text} (BCa)
{col 1}{text}       _cons{col 14}{c |}{result}{space 2}-1.0440592{col 27}{space 2}-.1937782{col 38}{space 2} 2.0148839{col 51}{space 2}-4.993159{col 63}{space 1} 2.905041{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.204833{col 63}{space 1} 2.768065{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-4.682211{col 63}{space 1} 3.350414{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-4.861722{col 63}{space 1} 3.058905{col 73}{text} (BCa)
{col 1}{text}{hline 13}{c +}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 1}{result}_eq2        {col 14}{text}{c |}
{col 1}{text}          h1{col 14}{c |}{result}{space 2}-1.0440592{col 27}{space 2}-.1937782{col 38}{space 2} 2.0148839{col 51}{space 2}-4.993159{col 63}{space 1} 2.905041{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-5.204833{col 63}{space 1} 2.768065{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-4.682211{col 63}{space 1} 3.350414{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-4.861722{col 63}{space 1} 3.058905{col 73}{text} (BCa)
{col 1}{text}          h2{col 14}{c |}{result}{space 2}-.51152313{col 27}{space 2} .1067159{col 38}{space 2} 1.5281336{col 51}{space 2} -3.50661{col 63}{space 1} 2.483564{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-3.446805{col 63}{space 1} 2.695654{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-3.585462{col 63}{space 1} 2.534786{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-3.942159{col 63}{space 1} 2.244946{col 73}{text} (BCa)
{col 1}{text}          h3{col 14}{c |}{result}{space 2}-6.1651219{col 27}{space 2} .9642824{col 38}{space 2} 3.8761678{col 51}{space 2}-13.76227{col 63}{space 1} 1.432027{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-11.89612{col 63}{space 1} 2.865439{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -12.9854{col 63}{space 1} 2.119364{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} -14.8047{col 63}{space 1} 1.571751{col 73}{text} (BCa)
{col 1}{text}          h4{col 14}{c |}{result}{space 2}-5.6535987{col 27}{space 2} .8575665{col 38}{space 2} 4.2436551{col 51}{space 2}-13.97101{col 63}{space 1} 2.663812{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-12.36255{col 63}{space 1} 4.138775{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-13.33061{col 63}{space 1} 3.284757{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-14.69525{col 63}{space 1} 2.534346{col 73}{text} (BCa)
{col 1}{text}          h5{col 14}{c |}{result}{space 2}-1.3746731{col 27}{space 2} .1897984{col 38}{space 2} 3.5965066{col 51}{space 2}-8.423697{col 63}{space 1}  5.67435{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.307328{col 63}{space 1} 6.468157{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.204278{col 63}{space 1} 6.557862{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-6.958329{col 63}{space 1} 8.148561{col 73}{text} (BCa)
{col 1}{text}          h6{col 14}{c |}{result}{space 2}  -6.94068{col 27}{space 2}-.1082377{col 38}{space 2} 2.4850239{col 51}{space 2}-11.81124{col 63}{space 1}-2.070123{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-11.98936{col 63}{space 1}-2.084633{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-11.74136{col 63}{space 1}-1.877213{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}  -12.251{col 63}{space 1}-2.356957{col 73}{text} (BCa)
{col 1}{text}          h7{col 14}{c |}{result}{space 2}-4.4349021{col 27}{space 2} -1.42778{col 38}{space 2} 5.4830564{col 51}{space 2} -15.1815{col 63}{space 1} 6.311691{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-19.63281{col 63}{space 1} 2.456595{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -18.2573{col 63}{space 1} 3.206263{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-15.77022{col 63}{space 1} 6.406178{col 73}{text} (BCa)
{col 1}{text}          h8{col 14}{c |}{result}{space 2} 2.5057779{col 27}{space 2}-1.319542{col 38}{space 2}  6.027671{col 51}{space 2} -9.30824{col 63}{space 1}  14.3198{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} -13.3217{col 63}{space 1} 11.26828{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-11.87379{col 63}{space 1} 12.15306{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-9.353495{col 63}{space 1} 14.76745{col 73}{text} (BCa)
{col 1}{text}          h9{col 14}{c |}{result}{space 2} .01352717{col 27}{space 2} .0052198{col 38}{space 2} .03486012{col 51}{space 2}-.0547974{col 63}{space 1} .0818517{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0470239{col 63}{space 1} .0853838{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -.067177{col 63}{space 1}  .068412{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0786733{col 63}{space 1} .0639082{col 73}{text} (BCa)
{col 1}{text}         h10{col 14}{c |}{result}{space 2}  .0425805{col 27}{space 2}-.0064095{col 38}{space 2} .04177539{col 51}{space 2}-.0392978{col 63}{space 1} .1244588{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0612905{col 63}{space 1} .0979679{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0618526{col 63}{space 1} .0977853{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0529463{col 63}{space 1} .1016343{col 73}{text} (BCa)
{col 1}{text}         h11{col 14}{c |}{result}{space 2} .07053225{col 27}{space 2}-.0123118{col 38}{space 2} .03774391{col 51}{space 2}-.0034444{col 63}{space 1} .1445089{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0410349{col 63}{space 1} .0998478{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0406958{col 63}{space 1} .0999399{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0282616{col 63}{space 1} .1067395{col 73}{text} (BCa)
{col 1}{text}         h12{col 14}{c |}{result}{space 2}-.02795175{col 27}{space 2} .0059023{col 38}{space 2} .05890952{col 51}{space 2}-.1434123{col 63}{space 1} .0875088{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1364407{col 63}{space 1} .1042651{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1478125{col 63}{space 1}  .094584{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}  -.14862{col 63}{space 1} .0938626{col 73}{text} (BCa)
{col 1}{text}         h13{col 14}{c |}{result}{space 2} .04543703{col 27}{space 2} -.014813{col 38}{space 2} .06204007{col 51}{space 2}-.0761593{col 63}{space 1} .1670333{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0929295{col 63}{space 1} .1623938{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} -.058542{col 63}{space 1} .2493902{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0444258{col 63}{space 1} .3500682{col 73}{text} (BCa)
{col 1}{text}         h14{col 14}{c |}{result}{space 2} .03130073{col 27}{space 2}-.0027246{col 38}{space 2} .02606687{col 51}{space 2}-.0197894{col 63}{space 1} .0823909{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0330052{col 63}{space 1}  .068644{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0352094{col 63}{space 1} .0665172{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0316348{col 63}{space 1} .0703765{col 73}{text} (BCa)
{col 1}{text}         h15{col 14}{c |}{result}{space 2} .09968956{col 27}{space 2} .0187355{col 38}{space 2} .06505556{col 51}{space 2} -.027817{col 63}{space 1} .2271961{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} .0525104{col 63}{space 1} .3059133{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2} .0539115{col 63}{space 1} .3171592{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2} .0435902{col 63}{space 1} .2633803{col 73}{text} (BCa)
{col 1}{text}         h16{col 14}{c |}{result}{space 2} .06838883{col 27}{space 2} .0214601{col 38}{space 2} .06859553{col 51}{space 2}-.0660559{col 63}{space 1} .2028336{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} .0034848{col 63}{space 1} .2740536{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0018457{col 63}{space 1} .2520921{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0539274{col 63}{space 1} .2120989{col 73}{text} (BCa)
{col 1}{text}         h17{col 14}{c |}{result}{space 2} -.3306139{col 27}{space 2} .3835766{col 38}{space 2} 4.6787665{col 51}{space 2}-9.500828{col 63}{space 1}   8.8396{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.972046{col 63}{space 1} 9.792886{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-9.678827{col 63}{space 1} 9.117844{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-8.339403{col 63}{space 1} 10.70304{col 73}{text} (BCa)
{col 1}{text}         h18{col 14}{c |}{result}{space 2}-6.4291569{col 27}{space 2}-.2149536{col 38}{space 2} 2.3208349{col 51}{space 2}-10.97791{col 63}{space 1}-1.880404{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2} -11.3546{col 63}{space 1}-2.345103{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-10.90681{col 63}{space 1}-2.073192{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-11.22525{col 63}{space 1}-2.248407{col 73}{text} (BCa)
{col 1}{text}         h19{col 14}{c |}{result}{space 2} 1.7302197{col 27}{space 2}-2.392062{col 38}{space 2} 7.3179352{col 51}{space 2}-12.61267{col 63}{space 1} 16.07311{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-17.25933{col 63}{space 1} 12.57106{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-10.97495{col 63}{space 1} 17.12445{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-9.867176{col 63}{space 1} 20.14598{col 73}{text} (BCa)
{col 1}{text}         h20{col 14}{c |}{result}{space 2} .03190987{col 27}{space 2}-.0200327{col 38}{space 2} .07079919{col 51}{space 2} -.106854{col 63}{space 1} .1706737{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1239045{col 63}{space 1} .1709877{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0677176{col 63}{space 1}  .282277{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.0598583{col 63}{space 1} .3381786{col 73}{text} (BCa)
{col 1}{text}         h21{col 14}{c |}{result}{space 2}-.02966247{col 27}{space 2} .0289374{col 38}{space 2} .10363133{col 51}{space 2}-.2327761{col 63}{space 1} .1734512{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.2159342{col 63}{space 1} .1965665{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}  -.32368{col 63}{space 1} .1243321{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.3454012{col 63}{space 1} .1170506{col 73}{text} (BCa)
{col 1}{text}         h22{col 14}{c |}{result}{space 2}  .0107746{col 27}{space 2} .0562998{col 38}{space 2} .11539137{col 51}{space 2}-.2153883{col 63}{space 1} .2369375{col 73}{text}   (N)
{col 14}{text}{c |}{col 51}{result}{space 2}-.1613118{col 63}{space 1}  .310928{col 73}{text}   (P)
{col 14}{text}{c |}{col 51}{result}{space 2}-.3546558{col 63}{space 1} .1614604{col 73}{text}  (BC)
{col 14}{text}{c |}{col 51}{result}{space 2}-.4296894{col 63}{space 1} .1561414{col 73}{text} (BCa)
{col 1}{text}{hline 13}{c BT}{hline 12}{hline 11}{hline 13}{hline 12}{hline 10}{hline 6}
{col 0}(N){col 8}normal confidence interval
{col 0}(P){col 8}percentile confidence interval
{col 0}(BC){col 8}bias-corrected confidence interval
{col 0}(BCa){col 8}bias-corrected and accelerated confidence interval
{p 0 6 0 79}Note: one or more parameters could not be estimated in 10 bootstrap replicates; standard-error estimates include only complete replications.{p_end}

{com}. 
. 
. 
. *capturing the values in local macros to use in calculating the asymmetric loss function
. 
. local h1 = e(exp13)
{txt}
{com}. local h2 = e(exp15) 
{txt}
{com}. local h3 = e(exp16)
{txt}
{com}. local h4 = e(exp17)
{txt}
{com}. local h5 = e(exp18)
{txt}
{com}. local h6 = e(exp19) 
{txt}
{com}. local h7 = e(exp20)
{txt}
{com}. local h8 = e(exp21)
{txt}
{com}. local h9 = e(exp22)
{txt}
{com}. local h10 = e(exp23)
{txt}
{com}. local h11 = e(exp24)
{txt}
{com}. local h12 = e(exp25)
{txt}
{com}. local h13 = e(exp26)
{txt}
{com}. local h14 = e(exp27)
{txt}
{com}. local h15 = e(exp28)
{txt}
{com}. local h16 = e(exp29)
{txt}
{com}. local h17 = e(exp30)
{txt}
{com}. local h18 = e(exp31)
{txt}
{com}. local h19 = e(exp32)
{txt}
{com}. local h20 = e(exp33)
{txt}
{com}. local h21 = e(exp34)
{txt}
{com}. local h22 = e(exp35)
{txt}
{com}. 
. *
. *
. *
. 
. 
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. ***** CORRELATION BETWEEN (2.1), (2.4), & (2.6) -- EXCESS FUNDING BIAS ESTIMATES, FIRST-STAGE, & SECOND-STAGE GENERALIZED PROPOSAL MODEL PREDICTED VALUES  *****
. 
. correlate predreq1 predvalstage2 execreqgp
{txt}(obs=1202)

             {c |} predreq1 predva~2 execre~p
{hline 13}{c +}{hline 27}
    predreq1 {c |}{res}   1.0000
{txt}predvalsta~2 {c |}{res}   0.3720   1.0000
   {txt}execreqgp {c |}{res}   0.9673   0.4483   1.0000

{txt}
{com}. 
. 
. ***** CORRELATION BETWEEN (2.3) and (2.5) -- FIRST-STAGE & SECOND-STAGE ARCH(1) MODEL PREDICTED VALUES  *****
. 
. correlate cfesdhat1 cfesdhat2
{txt}(obs=1216)

             {c |} cfesdh~1 cfesdh~2
{hline 13}{c +}{hline 18}
   cfesdhat1 {c |}{res}   1.0000
   {txt}cfesdhat2 {c |}{res}   0.6101   1.0000

{txt}
{com}. 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. 
. * APPROPRIATIONS GROWTH MODELS *
. 
. 
. 
. 
. * CREATING IMPLICIT BUDGETARY PREFERENCE (IP) VARIABLE: (GENERALIZED PROPOSAL - EXTERNALLY-INDUCED BUDGETARY PREFERENCE [EIP] PROPOSAL)
. 
. 
. gen ip=execreqgp-eip
{txt}(398 missing values generated)

{com}. 
. 
. xtset agencycode fiscalyear, yearly
{res}{txt}{col 8}panel variable:  {res}agencycode (strongly balanced)
{txt}{col 9}time variable:  {res}{col 25}fiscalyear, 1960 to 2009
{txt}{col 17}delta:  {res}1 year
{txt}
{com}. 
. 
. 
. 
. 
. * ASSESSING CORRELATIONS AMONG RELEVANT : OBSERVED PROPOSAL (OP), EXTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL, GENERALIZED PROPOSAL (GP = EXTERNALLY-INDUCED PREFERENCE [EIP] PROPOSAL + INTERNALLY-INDUCED BUDGETARY PREFERENCES [IP]), 
. * and INTERNALLY-INDUCED BUDGETARY PREFERENCES (IP = GP - EIP)
. 
. 
. correlate prgrowth eip execreqgp ip appgrowth
{txt}(obs=1195)

             {c |} prgrowth      eip execre~p       ip appgro~h
{hline 13}{c +}{hline 45}
    prgrowth {c |}{res}   1.0000
         {txt}eip {c |}{res}   0.4168   1.0000
   {txt}execreqgp {c |}{res}   0.4293   0.9693   1.0000
          {txt}ip {c |}{res}  -0.0741  -0.4039  -0.1668   1.0000
   {txt}appgrowth {c |}{res}   0.2921  -0.2947  -0.2546   0.2345   1.0000

{txt}
{com}. 
. 
. 
. 
. 
. 
. 
. **************** FULL SPECIFICATION (ADDITIVE EXECUTIVE BUDGET COVARIATES) ******************************
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.1a): INCLUSION OF OBSERVED EXECUTIVE BUDGET PROPOSAL GROWTH & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth prgrowth hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.3650                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0143                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.3103                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}20{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.3845                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}prgrowth {c |}{col 25}{res}{space 2} .5873126{col 37}{space 2} .0927178{col 48}{space 1}    6.33{col 57}{space 3}0.000{col 65}{space 4}  .405589{col 78}{space 3} .7690361
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.3450699{col 37}{space 2} .5503955{col 48}{space 1}   -0.63{col 57}{space 3}0.531{col 65}{space 4}-1.423825{col 78}{space 3} .7336855
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .6540488{col 37}{space 2} .5813522{col 48}{space 1}    1.13{col 57}{space 3}0.261{col 65}{space 4}-.4853805{col 78}{space 3} 1.793478
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 6.568925{col 37}{space 2} 2.514595{col 48}{space 1}    2.61{col 57}{space 3}0.009{col 65}{space 4} 1.640409{col 78}{space 3} 11.49744
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} -2.66288{col 37}{space 2} 2.185731{col 48}{space 1}   -1.22{col 57}{space 3}0.223{col 65}{space 4}-6.946834{col 78}{space 3} 1.621073
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.1209475{col 37}{space 2} .5185216{col 48}{space 1}   -0.23{col 57}{space 3}0.816{col 65}{space 4}-1.137231{col 78}{space 3} .8953363
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-5.505112{col 37}{space 2} 4.445782{col 48}{space 1}   -1.24{col 57}{space 3}0.216{col 65}{space 4}-14.21868{col 78}{space 3} 3.208461
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.6538579{col 37}{space 2} .0706108{col 48}{space 1}   -9.26{col 57}{space 3}0.000{col 65}{space 4}-.7922525{col 78}{space 3}-.5154632
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2} .9642221{col 37}{space 2} 2.579724{col 48}{space 1}    0.37{col 57}{space 3}0.709{col 65}{space 4}-4.091944{col 78}{space 3} 6.020388
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2} 1.007763{col 37}{space 2} .9988744{col 48}{space 1}    1.01{col 57}{space 3}0.313{col 65}{space 4} -.949995{col 78}{space 3} 2.965521
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 5.958349{col 37}{space 2} 3.402042{col 48}{space 1}    1.75{col 57}{space 3}0.080{col 65}{space 4} -.709531{col 78}{space 3} 12.62623
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2} .2600444{col 37}{space 2} 8.515805{col 48}{space 1}    0.03{col 57}{space 3}0.976{col 65}{space 4}-16.43063{col 78}{space 3} 16.95072
{txt}{space 20}grh {c |}{col 25}{res}{space 2}-.2106418{col 37}{space 2} 4.985589{col 48}{space 1}   -0.04{col 57}{space 3}0.966{col 65}{space 4}-9.982217{col 78}{space 3} 9.560933
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} .1948148{col 37}{space 2} 4.290489{col 48}{space 1}    0.05{col 57}{space 3}0.964{col 65}{space 4}-8.214388{col 78}{space 3} 8.604018
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2}  12.5811{col 37}{space 2} 6.603627{col 48}{space 1}    1.91{col 57}{space 3}0.057{col 65}{space 4}-.3617745{col 78}{space 3} 25.52397
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 1.655017{col 37}{space 2} 7.926051{col 48}{space 1}    0.21{col 57}{space 3}0.835{col 65}{space 4}-13.87976{col 78}{space 3} 17.18979
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 11.31878{col 37}{space 2} 12.94023{col 48}{space 1}    0.87{col 57}{space 3}0.382{col 65}{space 4} -14.0436{col 78}{space 3} 36.68117
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 7.831442{col 37}{space 2} 9.056312{col 48}{space 1}    0.86{col 57}{space 3}0.387{col 65}{space 4}-9.918604{col 78}{space 3} 25.58149
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} .3544484{col 37}{space 2} 10.61766{col 48}{space 1}    0.03{col 57}{space 3}0.973{col 65}{space 4}-20.45578{col 78}{space 3} 21.16468
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2}  8.92374{col 37}{space 2} 9.422378{col 48}{space 1}    0.95{col 57}{space 3}0.344{col 65}{space 4}-9.543782{col 78}{space 3} 27.39126
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-24.07836{col 37}{space 2}  23.5868{col 48}{space 1}   -1.02{col 57}{space 3}0.307{col 65}{space 4}-70.30763{col 78}{space 3} 22.15092
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 15.095687
                {txt}sigma_e {c |} {res} 42.697478
                    {txt}rho {c |} {res} .11110914{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6155.246{col 48}   20{col 57} 12350.49{col 69} 12452.21
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.1b): INCLUSION OF ONLY GENERALIZED PROPOSAL (EXECREQGP) & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth execreqgp hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1700                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0269                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.0966                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}20{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.6728                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 14}execreqgp {c |}{col 25}{res}{space 2} 1.488406{col 37}{space 2} .3989463{col 48}{space 1}    3.73{col 57}{space 3}0.000{col 65}{space 4} .7064855{col 78}{space 3} 2.270326
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2} .2967543{col 37}{space 2} .5638733{col 48}{space 1}    0.53{col 57}{space 3}0.599{col 65}{space 4} -.808417{col 78}{space 3} 1.401926
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .0482828{col 37}{space 2}  .698122{col 48}{space 1}    0.07{col 57}{space 3}0.945{col 65}{space 4}-1.320011{col 78}{space 3} 1.416577
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2}  .273436{col 37}{space 2} 2.938271{col 48}{space 1}    0.09{col 57}{space 3}0.926{col 65}{space 4} -5.48547{col 78}{space 3} 6.032342
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} .0223955{col 37}{space 2} 2.704889{col 48}{space 1}    0.01{col 57}{space 3}0.993{col 65}{space 4} -5.27909{col 78}{space 3} 5.323881
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.2699359{col 37}{space 2} .5231103{col 48}{space 1}   -0.52{col 57}{space 3}0.606{col 65}{space 4}-1.295213{col 78}{space 3} .7553414
{txt}{space 19}asci {c |}{col 25}{res}{space 2} -4.85022{col 37}{space 2} 4.224793{col 48}{space 1}   -1.15{col 57}{space 3}0.251{col 65}{space 4}-13.13066{col 78}{space 3} 3.430221
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.9854827{col 37}{space 2}  .219297{col 48}{space 1}   -4.49{col 57}{space 3}0.000{col 65}{space 4}-1.415297{col 78}{space 3}-.5556684
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-2.337169{col 37}{space 2} 2.439982{col 48}{space 1}   -0.96{col 57}{space 3}0.338{col 65}{space 4}-7.119446{col 78}{space 3} 2.445109
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-2.030675{col 37}{space 2} 1.216335{col 48}{space 1}   -1.67{col 57}{space 3}0.095{col 65}{space 4}-4.414648{col 78}{space 3} .3532983
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 9.645265{col 37}{space 2} 4.182585{col 48}{space 1}    2.31{col 57}{space 3}0.021{col 65}{space 4} 1.447549{col 78}{space 3} 17.84298
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-8.845997{col 37}{space 2} 11.83107{col 48}{space 1}   -0.75{col 57}{space 3}0.455{col 65}{space 4}-32.03447{col 78}{space 3} 14.34248
{txt}{space 20}grh {c |}{col 25}{res}{space 2}-.7638571{col 37}{space 2} 6.460184{col 48}{space 1}   -0.12{col 57}{space 3}0.906{col 65}{space 4}-13.42558{col 78}{space 3} 11.89787
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 2.352618{col 37}{space 2} 4.215445{col 48}{space 1}    0.56{col 57}{space 3}0.577{col 65}{space 4}-5.909502{col 78}{space 3} 10.61474
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 21.75411{col 37}{space 2} 9.062366{col 48}{space 1}    2.40{col 57}{space 3}0.016{col 65}{space 4}   3.9922{col 78}{space 3} 39.51602
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 16.52889{col 37}{space 2} 12.74613{col 48}{space 1}    1.30{col 57}{space 3}0.195{col 65}{space 4}-8.453072{col 78}{space 3} 41.51084
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 28.94408{col 37}{space 2} 19.69617{col 48}{space 1}    1.47{col 57}{space 3}0.142{col 65}{space 4}-9.659712{col 78}{space 3} 67.54787
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 26.12377{col 37}{space 2} 15.68282{col 48}{space 1}    1.67{col 57}{space 3}0.096{col 65}{space 4}-4.613999{col 78}{space 3} 56.86154
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 19.41441{col 37}{space 2}  16.9813{col 48}{space 1}    1.14{col 57}{space 3}0.253{col 65}{space 4}-13.86833{col 78}{space 3} 52.69714
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2}   28.439{col 37}{space 2} 15.85592{col 48}{space 1}    1.79{col 57}{space 3}0.073{col 65}{space 4}-2.638027{col 78}{space 3} 59.51602
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-20.69694{col 37}{space 2} 25.56484{col 48}{space 1}   -0.81{col 57}{space 3}0.418{col 65}{space 4} -70.8031{col 78}{space 3} 29.40923
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 21.409072
                {txt}sigma_e {c |} {res} 48.815019
                    {txt}rho {c |} {res} .16131901{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6315.254{col 48}   20{col 57} 12670.51{col 69} 12772.23
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.1c):  EXTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL & INTERNALLY-INDUCED BUDGETARY PREFERENCES (IP), INCLUSION OF "CONTROL" COVARIATES IN EIP MODEL: INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES (KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth eip ip hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush, fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.1701                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0185                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.1107                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}21{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.5990                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 20}eip {c |}{col 25}{res}{space 2} 1.100034{col 37}{space 2} 1.623509{col 48}{space 1}    0.68{col 57}{space 3}0.498{col 65}{space 4}-2.081984{col 78}{space 3} 4.282053
{txt}{space 21}ip {c |}{col 25}{res}{space 2} 1.507143{col 37}{space 2} .4132214{col 48}{space 1}    3.65{col 57}{space 3}0.000{col 65}{space 4} .6972437{col 78}{space 3} 2.317042
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2} .1252665{col 37}{space 2} .8302391{col 48}{space 1}    0.15{col 57}{space 3}0.880{col 65}{space 4}-1.501972{col 78}{space 3} 1.752505
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .4529165{col 37}{space 2} 1.616163{col 48}{space 1}    0.28{col 57}{space 3}0.779{col 65}{space 4}-2.714704{col 78}{space 3} 3.620537
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 2.788589{col 37}{space 2} 10.90711{col 48}{space 1}    0.26{col 57}{space 3}0.798{col 65}{space 4}-18.58894{col 78}{space 3} 24.16612
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-1.099463{col 37}{space 2} 5.123727{col 48}{space 1}   -0.21{col 57}{space 3}0.830{col 65}{space 4}-11.14178{col 78}{space 3} 8.942858
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.2785621{col 37}{space 2} .5170596{col 48}{space 1}   -0.54{col 57}{space 3}0.590{col 65}{space 4} -1.29198{col 78}{space 3}  .734856
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-4.912595{col 37}{space 2} 4.253465{col 48}{space 1}   -1.15{col 57}{space 3}0.248{col 65}{space 4}-13.24923{col 78}{space 3} 3.424044
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.8206506{col 37}{space 2} .6880922{col 48}{space 1}   -1.19{col 57}{space 3}0.233{col 65}{space 4}-2.169287{col 78}{space 3} .5279853
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-2.054273{col 37}{space 2} 3.209396{col 48}{space 1}   -0.64{col 57}{space 3}0.522{col 65}{space 4}-8.344573{col 78}{space 3} 4.236027
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2} -1.27039{col 37}{space 2} 3.609041{col 48}{space 1}   -0.35{col 57}{space 3}0.725{col 65}{space 4} -8.34398{col 78}{space 3}   5.8032
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 8.038183{col 37}{space 2} 6.766473{col 48}{space 1}    1.19{col 57}{space 3}0.235{col 65}{space 4}-5.223861{col 78}{space 3} 21.30023
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-7.718923{col 37}{space 2} 12.33876{col 48}{space 1}   -0.63{col 57}{space 3}0.532{col 65}{space 4}-31.90245{col 78}{space 3}  16.4646
{txt}{space 20}grh {c |}{col 25}{res}{space 2}-1.771626{col 37}{space 2} 5.995822{col 48}{space 1}   -0.30{col 57}{space 3}0.768{col 65}{space 4}-13.52322{col 78}{space 3} 9.979969
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 1.415433{col 37}{space 2}  4.96956{col 48}{space 1}    0.28{col 57}{space 3}0.776{col 65}{space 4}-8.324725{col 78}{space 3} 11.15559
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 22.92976{col 37}{space 2} 8.338658{col 48}{space 1}    2.75{col 57}{space 3}0.006{col 65}{space 4} 6.586287{col 78}{space 3} 39.27323
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 17.91334{col 37}{space 2} 11.80354{col 48}{space 1}    1.52{col 57}{space 3}0.129{col 65}{space 4}-5.221174{col 78}{space 3} 41.04786
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 31.04659{col 37}{space 2} 18.24648{col 48}{space 1}    1.70{col 57}{space 3}0.089{col 65}{space 4}-4.715857{col 78}{space 3} 66.80903
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 27.22628{col 37}{space 2} 14.81615{col 48}{space 1}    1.84{col 57}{space 3}0.066{col 65}{space 4}-1.812845{col 78}{space 3} 56.26541
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 21.18007{col 37}{space 2} 17.25711{col 48}{space 1}    1.23{col 57}{space 3}0.220{col 65}{space 4}-12.64325{col 78}{space 3} 55.00339
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 29.75797{col 37}{space 2} 15.59141{col 48}{space 1}    1.91{col 57}{space 3}0.056{col 65}{space 4}  -.80062{col 78}{space 3} 60.31657
{txt}{space 18}_cons {c |}{col 25}{res}{space 2} -35.0976{col 37}{space 2} 62.84827{col 48}{space 1}   -0.56{col 57}{space 3}0.577{col 65}{space 4}-158.2779{col 78}{space 3} 88.08276
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 18.009048
                {txt}sigma_e {c |} {res}  48.83489
                    {txt}rho {c |} {res} .11971398{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6315.218{col 48}   21{col 57} 12672.44{col 69} 12779.24
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * ASYMMETRIC PRESIDENTIAL BUDGETARY INFLUENCE, I: MULTIPLICATIVE MODELS INVOLVING UNIFIED/DIVIDED PARTY GOVERNMENT DISTINCTION [= 1 IF ALL BRANCHES CONTROLLED BY A SINGLE PARTY, = 0 IF OTHERWISE] *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. generate prgrowthupg=prgrowth*unifiedpartygovt
{txt}(282 missing values generated)

{com}. 
. generate execreqgpupg=execreqgp*unifiedpartygovt
{txt}(398 missing values generated)

{com}. 
. generate eipupg=eip*unifiedpartygovt
{txt}(318 missing values generated)

{com}. 
. generate ipupg=ip*unifiedpartygovt
{txt}(398 missing values generated)

{com}. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.2a): INCLUSION OF OBSERVED EXECUTIVE BUDGET PROPOSAL GROWTH & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth prgrowth prgrowthupg unifiedpartygovt hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.3705                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0145                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.3153                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}22{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.3834                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}prgrowth {c |}{col 25}{res}{space 2} .5607208{col 37}{space 2} .1133435{col 48}{space 1}    4.95{col 57}{space 3}0.000{col 65}{space 4} .3385716{col 78}{space 3} .7828699
{txt}{space 12}prgrowthupg {c |}{col 25}{res}{space 2} .1144041{col 37}{space 2} .1299166{col 48}{space 1}    0.88{col 57}{space 3}0.379{col 65}{space 4}-.1402277{col 78}{space 3}  .369036
{txt}{space 7}unifiedpartygovt {c |}{col 25}{res}{space 2}-14.28288{col 37}{space 2} 4.433436{col 48}{space 1}   -3.22{col 57}{space 3}0.001{col 65}{space 4}-22.97226{col 78}{space 3}-5.593508
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.3816762{col 37}{space 2} .5636796{col 48}{space 1}   -0.68{col 57}{space 3}0.498{col 65}{space 4}-1.486468{col 78}{space 3} .7231155
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .8576449{col 37}{space 2} .5891814{col 48}{space 1}    1.46{col 57}{space 3}0.145{col 65}{space 4}-.2971295{col 78}{space 3} 2.012419
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 7.507832{col 37}{space 2} 2.614482{col 48}{space 1}    2.87{col 57}{space 3}0.004{col 65}{space 4} 2.383541{col 78}{space 3} 12.63212
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-2.485743{col 37}{space 2} 2.155982{col 48}{space 1}   -1.15{col 57}{space 3}0.249{col 65}{space 4} -6.71139{col 78}{space 3} 1.739904
{txt}{space 19}asct {c |}{col 25}{res}{space 2} .0118743{col 37}{space 2} .5174127{col 48}{space 1}    0.02{col 57}{space 3}0.982{col 65}{space 4}-1.002236{col 78}{space 3} 1.025985
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-5.353055{col 37}{space 2} 4.452216{col 48}{space 1}   -1.20{col 57}{space 3}0.229{col 65}{space 4}-14.07924{col 78}{space 3} 3.373128
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.6516374{col 37}{space 2} .0729956{col 48}{space 1}   -8.93{col 57}{space 3}0.000{col 65}{space 4}-.7947063{col 78}{space 3}-.5085686
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2} 1.961393{col 37}{space 2} 2.662404{col 48}{space 1}    0.74{col 57}{space 3}0.461{col 65}{space 4}-3.256822{col 78}{space 3} 7.179608
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2} .0183498{col 37}{space 2} 1.027844{col 48}{space 1}    0.02{col 57}{space 3}0.986{col 65}{space 4}-1.996188{col 78}{space 3} 2.032888
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2}  6.06739{col 37}{space 2} 3.384695{col 48}{space 1}    1.79{col 57}{space 3}0.073{col 65}{space 4}-.5664917{col 78}{space 3} 12.70127
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-5.889816{col 37}{space 2} 9.318578{col 48}{space 1}   -0.63{col 57}{space 3}0.527{col 65}{space 4}-24.15389{col 78}{space 3} 12.37426
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 1.665067{col 37}{space 2} 5.005814{col 48}{space 1}    0.33{col 57}{space 3}0.739{col 65}{space 4}-8.146148{col 78}{space 3} 11.47628
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} .7632294{col 37}{space 2}  4.22515{col 48}{space 1}    0.18{col 57}{space 3}0.857{col 65}{space 4}-7.517911{col 78}{space 3}  9.04437
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} -.729853{col 37}{space 2} 7.608532{col 48}{space 1}   -0.10{col 57}{space 3}0.924{col 65}{space 4} -15.6423{col 78}{space 3}  14.1826
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 4.872651{col 37}{space 2} 7.919854{col 48}{space 1}    0.62{col 57}{space 3}0.538{col 65}{space 4}-10.64998{col 78}{space 3} 20.39528
{txt}{space 17}reagan {c |}{col 25}{res}{space 2}-.8764704{col 37}{space 2} 13.81376{col 48}{space 1}   -0.06{col 57}{space 3}0.949{col 65}{space 4}-27.95094{col 78}{space 3}   26.198
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2}-4.317065{col 37}{space 2}   9.9478{col 48}{space 1}   -0.43{col 57}{space 3}0.664{col 65}{space 4} -23.8144{col 78}{space 3} 15.18027
{txt}{space 16}clinton {c |}{col 25}{res}{space 2}-1.504556{col 37}{space 2} 10.87924{col 48}{space 1}   -0.14{col 57}{space 3}0.890{col 65}{space 4}-22.82748{col 78}{space 3} 19.81837
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 11.51805{col 37}{space 2} 9.512679{col 48}{space 1}    1.21{col 57}{space 3}0.226{col 65}{space 4}-7.126462{col 78}{space 3} 30.16255
{txt}{space 18}_cons {c |}{col 25}{res}{space 2} -27.6625{col 37}{space 2} 24.13315{col 48}{space 1}   -1.15{col 57}{space 3}0.252{col 65}{space 4} -74.9626{col 78}{space 3}  19.6376
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 15.137417
                {txt}sigma_e {c |} {res} 42.550004
                    {txt}rho {c |} {res}  .1123438{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6150.065{col 48}   22{col 57} 12344.13{col 69} 12456.02
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test prgrowth + prgrowthupg = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}prgrowth + prgrowthupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}   66.60
{txt}{col 10}Prob > chi2 =  {res}  0.0000
{txt}
{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.2b): INCLUSION OF ONLY GENERALIZED PROPOSAL (EXECREQGP)  & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth execreqgp execreqgpupg unifiedpartygovt hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2109                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0234                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.1247                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}22{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.6518                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 14}execreqgp {c |}{col 25}{res}{space 2} 1.853291{col 37}{space 2} .4548219{col 48}{space 1}    4.07{col 57}{space 3}0.000{col 65}{space 4} .9618562{col 78}{space 3} 2.744725
{txt}{space 11}execreqgpupg {c |}{col 25}{res}{space 2}-1.193227{col 37}{space 2} .5555883{col 48}{space 1}   -2.15{col 57}{space 3}0.032{col 65}{space 4}-2.282161{col 78}{space 3}-.1042943
{txt}{space 7}unifiedpartygovt {c |}{col 25}{res}{space 2}-12.16786{col 37}{space 2}  4.85904{col 48}{space 1}   -2.50{col 57}{space 3}0.012{col 65}{space 4} -21.6914{col 78}{space 3}-2.644319
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2} .4896872{col 37}{space 2} .5401777{col 48}{space 1}    0.91{col 57}{space 3}0.365{col 65}{space 4}-.5690417{col 78}{space 3} 1.548416
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .1265216{col 37}{space 2} .6373198{col 48}{space 1}    0.20{col 57}{space 3}0.843{col 65}{space 4}-1.122602{col 78}{space 3} 1.375645
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} .5606492{col 37}{space 2} 2.596646{col 48}{space 1}    0.22{col 57}{space 3}0.829{col 65}{space 4}-4.528683{col 78}{space 3} 5.649981
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} 2.477328{col 37}{space 2} 2.414205{col 48}{space 1}    1.03{col 57}{space 3}0.305{col 65}{space 4}-2.254427{col 78}{space 3} 7.209082
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.3530124{col 37}{space 2} .5581111{col 48}{space 1}   -0.63{col 57}{space 3}0.527{col 65}{space 4} -1.44689{col 78}{space 3} .7408652
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-5.001789{col 37}{space 2} 4.218809{col 48}{space 1}   -1.19{col 57}{space 3}0.236{col 65}{space 4} -13.2705{col 78}{space 3} 3.266923
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.9567011{col 37}{space 2} .1718807{col 48}{space 1}   -5.57{col 57}{space 3}0.000{col 65}{space 4}-1.293581{col 78}{space 3}-.6198212
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-.6012781{col 37}{space 2} 2.537135{col 48}{space 1}   -0.24{col 57}{space 3}0.813{col 65}{space 4}-5.573972{col 78}{space 3} 4.371416
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-2.744799{col 37}{space 2} 1.202166{col 48}{space 1}   -2.28{col 57}{space 3}0.022{col 65}{space 4}-5.101001{col 78}{space 3}-.3885979
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 9.264268{col 37}{space 2} 3.704907{col 48}{space 1}    2.50{col 57}{space 3}0.012{col 65}{space 4} 2.002785{col 78}{space 3} 16.52575
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-20.71038{col 37}{space 2} 13.48974{col 48}{space 1}   -1.54{col 57}{space 3}0.125{col 65}{space 4}-47.14979{col 78}{space 3} 5.729032
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 2.189527{col 37}{space 2} 6.662128{col 48}{space 1}    0.33{col 57}{space 3}0.742{col 65}{space 4}  -10.868{col 78}{space 3} 15.24706
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 2.599729{col 37}{space 2} 4.611343{col 48}{space 1}    0.56{col 57}{space 3}0.573{col 65}{space 4}-6.438336{col 78}{space 3} 11.63779
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 2.103452{col 37}{space 2} 11.98477{col 48}{space 1}    0.18{col 57}{space 3}0.861{col 65}{space 4}-21.38627{col 78}{space 3} 25.59318
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 22.85296{col 37}{space 2} 12.64465{col 48}{space 1}    1.81{col 57}{space 3}0.071{col 65}{space 4}-1.930099{col 78}{space 3} 47.63602
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 15.54751{col 37}{space 2} 21.86939{col 48}{space 1}    0.71{col 57}{space 3}0.477{col 65}{space 4}-27.31571{col 78}{space 3} 58.41073
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 13.59637{col 37}{space 2}  17.6103{col 48}{space 1}    0.77{col 57}{space 3}0.440{col 65}{space 4}-20.91919{col 78}{space 3} 48.11192
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 16.94882{col 37}{space 2}  18.2678{col 48}{space 1}    0.93{col 57}{space 3}0.354{col 65}{space 4}-18.85541{col 78}{space 3} 52.75306
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 30.65717{col 37}{space 2} 16.61079{col 48}{space 1}    1.85{col 57}{space 3}0.065{col 65}{space 4} -1.89938{col 78}{space 3} 63.21371
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}  -27.214{col 37}{space 2} 30.95091{col 48}{space 1}   -0.88{col 57}{space 3}0.379{col 65}{space 4}-87.87668{col 78}{space 3} 33.44868
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 22.368513
                {txt}sigma_e {c |} {res} 47.640498
                    {txt}rho {c |} {res} .18063403{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6285.104{col 48}   22{col 57} 12614.21{col 69}  12726.1
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test execreqgp + execreqgpupg  = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}execreqgp + execreqgpupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    3.98
{txt}{col 10}Prob > chi2 =  {res}  0.0459
{txt}
{com}. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.2c): EXTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL & INTERNALLY-INDUCED BUDGETARY PREFERENCES (IP), INCLUSION OF "CONTROL" COVARIATES IN EIP MODEL: INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES (KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth eip eipupg ip ipupg unifiedpartygovt hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush, fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2112                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0248                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.1248                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}24{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.6530                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 20}eip {c |}{col 25}{res}{space 2} 1.850259{col 37}{space 2} 1.666355{col 48}{space 1}    1.11{col 57}{space 3}0.267{col 65}{space 4}-1.415738{col 78}{space 3} 5.116256
{txt}{space 17}eipupg {c |}{col 25}{res}{space 2}-1.172788{col 37}{space 2} .5363428{col 48}{space 1}   -2.19{col 57}{space 3}0.029{col 65}{space 4}-2.224001{col 78}{space 3}-.1215755
{txt}{space 21}ip {c |}{col 25}{res}{space 2} 1.697912{col 37}{space 2} .4439335{col 48}{space 1}    3.82{col 57}{space 3}0.000{col 65}{space 4} .8278184{col 78}{space 3} 2.568006
{txt}{space 18}ipupg {c |}{col 25}{res}{space 2}-.7731852{col 37}{space 2} .7758559{col 48}{space 1}   -1.00{col 57}{space 3}0.319{col 65}{space 4}-2.293835{col 78}{space 3} .7474645
{txt}{space 7}unifiedpartygovt {c |}{col 25}{res}{space 2} -11.4663{col 37}{space 2} 4.989313{col 48}{space 1}   -2.30{col 57}{space 3}0.022{col 65}{space 4}-21.24518{col 78}{space 3} -1.68743
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}  .519415{col 37}{space 2} .8177696{col 48}{space 1}    0.64{col 57}{space 3}0.525{col 65}{space 4}-1.083384{col 78}{space 3} 2.122214
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .1147779{col 37}{space 2} 1.720969{col 48}{space 1}    0.07{col 57}{space 3}0.947{col 65}{space 4}-3.258259{col 78}{space 3} 3.487815
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} .5346138{col 37}{space 2} 11.22133{col 48}{space 1}    0.05{col 57}{space 3}0.962{col 65}{space 4}-21.45879{col 78}{space 3} 22.52802
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} 2.446748{col 37}{space 2}  4.74736{col 48}{space 1}    0.52{col 57}{space 3}0.606{col 65}{space 4}-6.857907{col 78}{space 3}  11.7514
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.3554528{col 37}{space 2} .5517237{col 48}{space 1}   -0.64{col 57}{space 3}0.519{col 65}{space 4}-1.436811{col 78}{space 3} .7259058
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-4.828858{col 37}{space 2}  4.15152{col 48}{space 1}   -1.16{col 57}{space 3}0.245{col 65}{space 4}-12.96569{col 78}{space 3} 3.307971
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.9578589{col 37}{space 2} .7265059{col 48}{space 1}   -1.32{col 57}{space 3}0.187{col 65}{space 4}-2.381784{col 78}{space 3} .4660665
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-.5857277{col 37}{space 2} 3.303201{col 48}{space 1}   -0.18{col 57}{space 3}0.859{col 65}{space 4}-7.059882{col 78}{space 3} 5.888426
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2} -2.73066{col 37}{space 2} 3.835386{col 48}{space 1}   -0.71{col 57}{space 3}0.476{col 65}{space 4}-10.24788{col 78}{space 3} 4.786559
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 9.273047{col 37}{space 2} 6.723637{col 48}{space 1}    1.38{col 57}{space 3}0.168{col 65}{space 4}-3.905038{col 78}{space 3} 22.45113
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-20.67966{col 37}{space 2} 13.30454{col 48}{space 1}   -1.55{col 57}{space 3}0.120{col 65}{space 4}-46.75608{col 78}{space 3} 5.396747
{txt}{space 20}grh {c |}{col 25}{res}{space 2} 2.080599{col 37}{space 2} 6.346743{col 48}{space 1}    0.33{col 57}{space 3}0.743{col 65}{space 4}-10.35879{col 78}{space 3} 14.51999
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 2.561773{col 37}{space 2} 4.941347{col 48}{space 1}    0.52{col 57}{space 3}0.604{col 65}{space 4} -7.12309{col 78}{space 3} 12.24664
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 2.573397{col 37}{space 2} 10.03668{col 48}{space 1}    0.26{col 57}{space 3}0.798{col 65}{space 4}-17.09813{col 78}{space 3} 22.24492
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 22.75851{col 37}{space 2} 12.25024{col 48}{space 1}    1.86{col 57}{space 3}0.063{col 65}{space 4} -1.25152{col 78}{space 3} 46.76854
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 16.10388{col 37}{space 2} 20.90753{col 48}{space 1}    0.77{col 57}{space 3}0.441{col 65}{space 4}-24.87413{col 78}{space 3} 57.08189
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 13.97624{col 37}{space 2} 16.52535{col 48}{space 1}    0.85{col 57}{space 3}0.398{col 65}{space 4}-18.41286{col 78}{space 3} 46.36534
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 17.46968{col 37}{space 2} 19.58516{col 48}{space 1}    0.89{col 57}{space 3}0.372{col 65}{space 4}-20.91654{col 78}{space 3} 55.85589
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 31.06197{col 37}{space 2} 16.91204{col 48}{space 1}    1.84{col 57}{space 3}0.066{col 65}{space 4}-2.085024{col 78}{space 3} 64.20897
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-28.84481{col 37}{space 2} 73.45897{col 48}{space 1}   -0.39{col 57}{space 3}0.695{col 65}{space 4}-172.8218{col 78}{space 3} 115.1321
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 22.432404
                {txt}sigma_e {c |} {res} 47.672777
                    {txt}rho {c |} {res} .18127871{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6284.865{col 48}   24{col 57} 12617.73{col 69} 12739.79
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test ip + ipupg = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}ip + ipupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    2.52
{txt}{col 10}Prob > chi2 =  {res}  0.1126
{txt}
{com}. 
. test eip + eipupg = 0 

{p 0 7}{space 1}{text:( 1)}{space 1} {res}eip + eipupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.13
{txt}{col 10}Prob > chi2 =  {res}  0.7158
{txt}
{com}. 
. *
. 
. test ip = eip

{p 0 7}{space 1}{text:( 1)}{space 1}{space 1}{res}- eip + ip = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.01
{txt}{col 10}Prob > chi2 =  {res}  0.9245
{txt}
{com}. 
. test ip + ipupg = eip + eipupg

{p 0 7}{space 1}{text:( 1)}{space 1}{space 1}{res}- eip - eipupg + ip + ipupg = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.01
{txt}{col 10}Prob > chi2 =  {res}  0.9087
{txt}
{com}. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * ASYMMETRIC PRESIDENTIAL BUDGETARY INDFLUENCE, II: MULTIPLICATIVE MODELS INVOLVING PRESIDENTS SEEKS LESS OR EQUAL FUNDING VIS-A-VIS CONGRESS [= 1 if REQUEST <= APPROPRIATIONS; = 0 if REQUEST > APPROPRIATIONS] *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. generate ipasym=ip*asymmetric
{txt}(398 missing values generated)

{com}. 
. generate prgrowthasym=prgrowth*asymmetric
{txt}(282 missing values generated)

{com}. 
. generate eipasym=eip*asymmetric
{txt}(318 missing values generated)

{com}. 
. generate execreqgpasym=execreqgp*asymmetric
{txt}(398 missing values generated)

{com}. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.3a): INCLUSION OF OBSERVED EXECUTIVE BUDGET PROPOSAL GROWTH & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth prgrowth prgrowthasym asymmetric hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.4409                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0388                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.3888                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}22{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.3476                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}prgrowth {c |}{col 25}{res}{space 2} .6761853{col 37}{space 2} .1327778{col 48}{space 1}    5.09{col 57}{space 3}0.000{col 65}{space 4} .4159455{col 78}{space 3} .9364251
{txt}{space 11}prgrowthasym {c |}{col 25}{res}{space 2}-.0748204{col 37}{space 2} .1242015{col 48}{space 1}   -0.60{col 57}{space 3}0.547{col 65}{space 4}-.3182508{col 78}{space 3} .1686101
{txt}{space 13}asymmetric {c |}{col 25}{res}{space 2} 32.14504{col 37}{space 2} 5.861407{col 48}{space 1}    5.48{col 57}{space 3}0.000{col 65}{space 4} 20.65689{col 78}{space 3} 43.63319
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.9735844{col 37}{space 2} .5319885{col 48}{space 1}   -1.83{col 57}{space 3}0.067{col 65}{space 4}-2.016263{col 78}{space 3} .0690939
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} 1.112417{col 37}{space 2}  .537443{col 48}{space 1}    2.07{col 57}{space 3}0.038{col 65}{space 4} .0590481{col 78}{space 3} 2.165786
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} 4.637939{col 37}{space 2} 2.155493{col 48}{space 1}    2.15{col 57}{space 3}0.031{col 65}{space 4}   .41325{col 78}{space 3} 8.862627
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}-2.326963{col 37}{space 2}  1.75906{col 48}{space 1}   -1.32{col 57}{space 3}0.186{col 65}{space 4}-5.774657{col 78}{space 3} 1.120731
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.1998561{col 37}{space 2} .4495274{col 48}{space 1}   -0.44{col 57}{space 3}0.657{col 65}{space 4}-1.080914{col 78}{space 3} .6812015
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-2.375816{col 37}{space 2} 4.009293{col 48}{space 1}   -0.59{col 57}{space 3}0.553{col 65}{space 4}-10.23389{col 78}{space 3} 5.482254
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.7017328{col 37}{space 2} .0691474{col 48}{space 1}  -10.15{col 57}{space 3}0.000{col 65}{space 4}-.8372593{col 78}{space 3}-.5662063
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-.2680637{col 37}{space 2} 2.602804{col 48}{space 1}   -0.10{col 57}{space 3}0.918{col 65}{space 4}-5.369466{col 78}{space 3} 4.833339
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-.3940648{col 37}{space 2} 1.067948{col 48}{space 1}   -0.37{col 57}{space 3}0.712{col 65}{space 4}-2.487205{col 78}{space 3} 1.699075
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 1.674976{col 37}{space 2} 2.923368{col 48}{space 1}    0.57{col 57}{space 3}0.567{col 65}{space 4} -4.05472{col 78}{space 3} 7.404672
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2} 3.523337{col 37}{space 2} 7.816432{col 48}{space 1}    0.45{col 57}{space 3}0.652{col 65}{space 4}-11.79659{col 78}{space 3} 18.84326
{txt}{space 20}grh {c |}{col 25}{res}{space 2}-2.441645{col 37}{space 2} 4.802033{col 48}{space 1}   -0.51{col 57}{space 3}0.611{col 65}{space 4}-11.85346{col 78}{space 3} 6.970167
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} .1844958{col 37}{space 2} 4.289867{col 48}{space 1}    0.04{col 57}{space 3}0.966{col 65}{space 4} -8.22349{col 78}{space 3} 8.592482
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 11.06964{col 37}{space 2} 6.498513{col 48}{space 1}    1.70{col 57}{space 3}0.088{col 65}{space 4}-1.667214{col 78}{space 3} 23.80649
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 3.699103{col 37}{space 2} 8.142831{col 48}{space 1}    0.45{col 57}{space 3}0.650{col 65}{space 4}-12.26055{col 78}{space 3} 19.65876
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 17.22778{col 37}{space 2}  13.1185{col 48}{space 1}    1.31{col 57}{space 3}0.189{col 65}{space 4}-8.483999{col 78}{space 3} 42.93956
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 10.76582{col 37}{space 2} 9.625254{col 48}{space 1}    1.12{col 57}{space 3}0.263{col 65}{space 4}-8.099335{col 78}{space 3} 29.63097
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 1.698052{col 37}{space 2} 10.49129{col 48}{space 1}    0.16{col 57}{space 3}0.871{col 65}{space 4} -18.8645{col 78}{space 3} 22.26061
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 4.723608{col 37}{space 2}  9.60542{col 48}{space 1}    0.49{col 57}{space 3}0.623{col 65}{space 4}-14.10267{col 78}{space 3} 23.54989
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-30.02883{col 37}{space 2} 21.75305{col 48}{space 1}   -1.38{col 57}{space 3}0.167{col 65}{space 4}-72.66403{col 78}{space 3} 12.60637
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res}  14.41281
                {txt}sigma_e {c |} {res} 40.099662
                    {txt}rho {c |} {res} .11440641{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6079.187{col 48}   22{col 57} 12202.37{col 69} 12314.26
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test prgrowth + prgrowthasym = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}prgrowth + prgrowthasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}   75.61
{txt}{col 10}Prob > chi2 =  {res}  0.0000
{txt}
{com}. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.3b): INCLUSION OF ONLY GENERALIZED PROPOSAL (EXECREQGP)  & "CONTROL" COVARIATES FROM EIP MODEL (INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES: KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth execreqgp execreqgpasym asymmetric hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush if ip!=., ///
>           fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2221                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0518                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.1478                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}22{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.6000                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 14}execreqgp {c |}{col 25}{res}{space 2} 1.860173{col 37}{space 2} .4261518{col 48}{space 1}    4.37{col 57}{space 3}0.000{col 65}{space 4} 1.024931{col 78}{space 3} 2.695415
{txt}{space 10}execreqgpasym {c |}{col 25}{res}{space 2}-.5792484{col 37}{space 2} .3551046{col 48}{space 1}   -1.63{col 57}{space 3}0.103{col 65}{space 4}-1.275241{col 78}{space 3} .1167438
{txt}{space 13}asymmetric {c |}{col 25}{res}{space 2} 24.99019{col 37}{space 2} 5.287024{col 48}{space 1}    4.73{col 57}{space 3}0.000{col 65}{space 4} 14.62781{col 78}{space 3} 35.35256
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.2594298{col 37}{space 2} .5368292{col 48}{space 1}   -0.48{col 57}{space 3}0.629{col 65}{space 4}-1.311596{col 78}{space 3}  .792736
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2} .5156845{col 37}{space 2} .6520516{col 48}{space 1}    0.79{col 57}{space 3}0.429{col 65}{space 4}-.7623132{col 78}{space 3} 1.793682
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} -1.34433{col 37}{space 2}  2.90403{col 48}{space 1}   -0.46{col 57}{space 3}0.643{col 65}{space 4}-7.036125{col 78}{space 3} 4.347464
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2} .6914701{col 37}{space 2} 2.193802{col 48}{space 1}    0.32{col 57}{space 3}0.753{col 65}{space 4}-3.608304{col 78}{space 3} 4.991244
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.3064031{col 37}{space 2} .4500529{col 48}{space 1}   -0.68{col 57}{space 3}0.496{col 65}{space 4}-1.188491{col 78}{space 3} .5756843
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-3.204866{col 37}{space 2} 3.661765{col 48}{space 1}   -0.88{col 57}{space 3}0.381{col 65}{space 4}-10.38179{col 78}{space 3} 3.972061
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.9921476{col 37}{space 2} .2118321{col 48}{space 1}   -4.68{col 57}{space 3}0.000{col 65}{space 4}-1.407331{col 78}{space 3}-.5769644
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-3.622269{col 37}{space 2} 2.437729{col 48}{space 1}   -1.49{col 57}{space 3}0.137{col 65}{space 4}-8.400129{col 78}{space 3} 1.155591
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-3.175451{col 37}{space 2} 1.138671{col 48}{space 1}   -2.79{col 57}{space 3}0.005{col 65}{space 4}-5.407206{col 78}{space 3}-.9436966
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 6.016787{col 37}{space 2} 3.405346{col 48}{space 1}    1.77{col 57}{space 3}0.077{col 65}{space 4}-.6575687{col 78}{space 3} 12.69114
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-6.605132{col 37}{space 2} 11.03591{col 48}{space 1}   -0.60{col 57}{space 3}0.549{col 65}{space 4}-28.23511{col 78}{space 3} 15.02485
{txt}{space 20}grh {c |}{col 25}{res}{space 2}-3.782909{col 37}{space 2} 6.003038{col 48}{space 1}   -0.63{col 57}{space 3}0.529{col 65}{space 4}-15.54865{col 78}{space 3} 7.982829
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2} 2.665203{col 37}{space 2} 4.226185{col 48}{space 1}    0.63{col 57}{space 3}0.528{col 65}{space 4}-5.617968{col 78}{space 3} 10.94837
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2} 21.13952{col 37}{space 2} 9.177641{col 48}{space 1}    2.30{col 57}{space 3}0.021{col 65}{space 4} 3.151675{col 78}{space 3} 39.12737
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 18.36966{col 37}{space 2} 12.90772{col 48}{space 1}    1.42{col 57}{space 3}0.155{col 65}{space 4}-6.929014{col 78}{space 3} 43.66833
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 36.70144{col 37}{space 2} 19.94278{col 48}{space 1}    1.84{col 57}{space 3}0.066{col 65}{space 4} -2.38568{col 78}{space 3} 75.78857
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 30.21417{col 37}{space 2} 16.09928{col 48}{space 1}    1.88{col 57}{space 3}0.061{col 65}{space 4}-1.339845{col 78}{space 3} 61.76819
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 23.34487{col 37}{space 2} 16.49541{col 48}{space 1}    1.42{col 57}{space 3}0.157{col 65}{space 4}-8.985549{col 78}{space 3} 55.67528
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 27.27018{col 37}{space 2} 15.51504{col 48}{space 1}    1.76{col 57}{space 3}0.079{col 65}{space 4} -3.13873{col 78}{space 3} 57.67909
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-26.70132{col 37}{space 2} 23.35635{col 48}{space 1}   -1.14{col 57}{space 3}0.253{col 65}{space 4}-72.47893{col 78}{space 3} 19.07629
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 19.872777
                {txt}sigma_e {c |} {res} 47.301007
                    {txt}rho {c |} {res} .15003054{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6276.558{col 48}   22{col 57} 12597.12{col 69} 12709.01
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test execreqgp + execreqgpasym = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}execreqgp + execreqgpasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}   10.25
{txt}{col 10}Prob > chi2 =  {res}  0.0014
{txt}
{com}. 
. 
. 
. 
. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. * MODEL (3.3c): EXTERNALLY-INDUCED PREFERENCE (EIP) PROPOSAL & INTERNALLY-INDUCED BUDGETARY PREFERENCES (IP), INCLUSION OF "CONTROL" COVARIATES IN EIP MODEL: INCLUSION OF ADMINISTRATION SPECIFIC TIME-WISE FIXED EFFECT DUMMIES (KENNEDY-JOHNSON BASELINE CAPTURED IN THE INTERCEPT) *
. ************************************************************************************************************************************************************************************************************************************** 
. 
. xtreg appgrowth eip eipasym ip ipasym asymmetric hdempct sdempct congelyr cpartmajchangecorrected asct asci lagbudgetgap ueratecong lagfedsurpdefpctgdp vietiraqwardefense budget74amends grh any_supp nixonford carter reagan ghwbush clinton gwbush, fe vce(bootstrap, nodots bca reps(10000) seed(123))
{res}
{txt}Fixed-effects (within) regression               Number of obs      = {res}     1195
{txt}Group variable: {res}agencycode                      {txt}Number of groups   = {res}       32

{txt}R-sq:  within  = {res}0.2301                         {txt}Obs per group: min = {res}       15
{txt}       between = {res}0.0549                                        {txt}avg = {res}     37.3
{txt}       overall = {res}0.1690                                        {txt}max = {res}       45

                                                {txt}Wald chi2({res}24{txt})      = {res}        .
{txt}corr(u_i, Xb)  = {res}-0.5354                        {txt}Prob > chi2        =    {res}     .

{txt}{ralign 89:(Replications based on {res:32} clusters in agencycode)}
{hline 24}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 25}{c |}   Observed{col 37}   Bootstrap{col 65}         Norm{col 78}al-based
{col 1}              appgrowth{col 25}{c |}      Coef.{col 37}   Std. Err.{col 49}      z{col 57}   P>|z|{col 65}     [95% Con{col 78}f. Interval]
{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 20}eip {c |}{col 25}{res}{space 2} 1.581781{col 37}{space 2} 1.573025{col 48}{space 1}    1.01{col 57}{space 3}0.315{col 65}{space 4}-1.501292{col 78}{space 3} 4.664853
{txt}{space 16}eipasym {c |}{col 25}{res}{space 2}-.5024429{col 37}{space 2} .3586725{col 48}{space 1}   -1.40{col 57}{space 3}0.161{col 65}{space 4}-1.205428{col 78}{space 3} .2005423
{txt}{space 21}ip {c |}{col 25}{res}{space 2} .9954309{col 37}{space 2} .6782177{col 48}{space 1}    1.47{col 57}{space 3}0.142{col 65}{space 4}-.3338514{col 78}{space 3} 2.324713
{txt}{space 17}ipasym {c |}{col 25}{res}{space 2} 1.452995{col 37}{space 2} 1.030855{col 48}{space 1}    1.41{col 57}{space 3}0.159{col 65}{space 4}-.5674434{col 78}{space 3} 3.473433
{txt}{space 13}asymmetric {c |}{col 25}{res}{space 2} 26.36687{col 37}{space 2}  5.39526{col 48}{space 1}    4.89{col 57}{space 3}0.000{col 65}{space 4} 15.79235{col 78}{space 3} 36.94138
{txt}{space 16}hdempct {c |}{col 25}{res}{space 2}-.4270062{col 37}{space 2} .7694484{col 48}{space 1}   -0.55{col 57}{space 3}0.579{col 65}{space 4}-1.935097{col 78}{space 3} 1.081085
{txt}{space 16}sdempct {c |}{col 25}{res}{space 2}   .83031{col 37}{space 2} 1.443753{col 48}{space 1}    0.58{col 57}{space 3}0.565{col 65}{space 4}-1.999393{col 78}{space 3} 3.660013
{txt}{space 15}congelyr {c |}{col 25}{res}{space 2} .3180969{col 37}{space 2} 9.858033{col 48}{space 1}    0.03{col 57}{space 3}0.974{col 65}{space 4}-19.00329{col 78}{space 3} 19.63949
{txt}cpartmajchangecorrected {c |}{col 25}{res}{space 2}  .085821{col 37}{space 2} 4.558078{col 48}{space 1}    0.02{col 57}{space 3}0.985{col 65}{space 4}-8.847848{col 78}{space 3}  9.01949
{txt}{space 19}asct {c |}{col 25}{res}{space 2}-.3379841{col 37}{space 2} .4350468{col 48}{space 1}   -0.78{col 57}{space 3}0.437{col 65}{space 4} -1.19066{col 78}{space 3}  .514692
{txt}{space 19}asci {c |}{col 25}{res}{space 2}-3.931596{col 37}{space 2}  3.71352{col 48}{space 1}   -1.06{col 57}{space 3}0.290{col 65}{space 4}-11.20996{col 78}{space 3} 3.346771
{txt}{space 11}lagbudgetgap {c |}{col 25}{res}{space 2}-.8745012{col 37}{space 2} .6406446{col 48}{space 1}   -1.37{col 57}{space 3}0.172{col 65}{space 4}-2.130142{col 78}{space 3} .3811392
{txt}{space 13}ueratecong {c |}{col 25}{res}{space 2}-3.206521{col 37}{space 2} 3.120847{col 48}{space 1}   -1.03{col 57}{space 3}0.304{col 65}{space 4}-9.323269{col 78}{space 3} 2.910226
{txt}{space 4}lagfedsurpdefpctgdp {c |}{col 25}{res}{space 2}-2.444425{col 37}{space 2} 3.242761{col 48}{space 1}   -0.75{col 57}{space 3}0.451{col 65}{space 4} -8.80012{col 78}{space 3}  3.91127
{txt}{space 5}vietiraqwardefense {c |}{col 25}{res}{space 2} 5.216289{col 37}{space 2} 6.361514{col 48}{space 1}    0.82{col 57}{space 3}0.412{col 65}{space 4} -7.25205{col 78}{space 3} 17.68463
{txt}{space 9}budget74amends {c |}{col 25}{res}{space 2}-4.289361{col 37}{space 2} 11.27789{col 48}{space 1}   -0.38{col 57}{space 3}0.704{col 65}{space 4}-26.39362{col 78}{space 3}  17.8149
{txt}{space 20}grh {c |}{col 25}{res}{space 2}-3.867063{col 37}{space 2}   5.7991{col 48}{space 1}   -0.67{col 57}{space 3}0.505{col 65}{space 4}-15.23309{col 78}{space 3} 7.498965
{txt}{space 15}any_supp {c |}{col 25}{res}{space 2}  1.50623{col 37}{space 2} 4.850593{col 48}{space 1}    0.31{col 57}{space 3}0.756{col 65}{space 4}-8.000757{col 78}{space 3} 11.01322
{txt}{space 14}nixonford {c |}{col 25}{res}{space 2}  21.3188{col 37}{space 2} 8.405436{col 48}{space 1}    2.54{col 57}{space 3}0.011{col 65}{space 4} 4.844449{col 78}{space 3} 37.79315
{txt}{space 17}carter {c |}{col 25}{res}{space 2} 18.96195{col 37}{space 2} 11.41331{col 48}{space 1}    1.66{col 57}{space 3}0.097{col 65}{space 4}-3.407737{col 78}{space 3} 41.33163
{txt}{space 17}reagan {c |}{col 25}{res}{space 2} 35.52359{col 37}{space 2} 17.69542{col 48}{space 1}    2.01{col 57}{space 3}0.045{col 65}{space 4}  .841205{col 78}{space 3} 70.20597
{txt}{space 16}ghwbush {c |}{col 25}{res}{space 2} 29.09393{col 37}{space 2} 14.63938{col 48}{space 1}    1.99{col 57}{space 3}0.047{col 65}{space 4} .4012644{col 78}{space 3} 57.78659
{txt}{space 16}clinton {c |}{col 25}{res}{space 2} 22.96254{col 37}{space 2}   15.801{col 48}{space 1}    1.45{col 57}{space 3}0.146{col 65}{space 4}-8.006862{col 78}{space 3} 53.93194
{txt}{space 17}gwbush {c |}{col 25}{res}{space 2} 26.31503{col 37}{space 2} 14.82928{col 48}{space 1}    1.77{col 57}{space 3}0.076{col 65}{space 4}-2.749823{col 78}{space 3} 55.37988
{txt}{space 18}_cons {c |}{col 25}{res}{space 2}-36.46966{col 37}{space 2}   54.355{col 48}{space 1}   -0.67{col 57}{space 3}0.502{col 65}{space 4}-143.0035{col 78}{space 3} 70.06419
{txt}{hline 24}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
                sigma_u {c |} {res} 17.163792
                {txt}sigma_e {c |} {res} 47.097108
                    {txt}rho {c |} {res} .11724116{txt}   (fraction of variance due to u_i)
{hline 24}{c BT}{hline 64}

{com}. 
. estat ic

{txt}{hline 13}{c TT}{hline 63}
       Model {c |}    Obs    ll(null)   ll(model)     df          AIC         BIC
{hline 13}{c +}{hline 63}
{ralign 12:.}{col 14}{c |}{res}{col 17} 1195{col 25} -6426.61{col 37}-6270.347{col 48}   24{col 57} 12588.69{col 69} 12710.76
{txt}{hline 13}{c BT}{hline 63}
{p 15 22 2}
Note:  N=Obs used in calculating BIC; see {helpb bic_note:[R] BIC note}
{p_end}

{com}. 
. *
. test ip + ipasym = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}ip + ipasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}   13.57
{txt}{col 10}Prob > chi2 =  {res}  0.0002
{txt}
{com}. 
. test eip + eipasym = 0

{p 0 7}{space 1}{text:( 1)}{space 1} {res}eip + eipasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.53
{txt}{col 10}Prob > chi2 =  {res}  0.4660
{txt}
{com}. 
. *
. 
. test ip = eip

{p 0 7}{space 1}{text:( 1)}{space 1}{space 1}{res}- eip + ip = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.14
{txt}{col 10}Prob > chi2 =  {res}  0.7099
{txt}
{com}. 
. test ip + ipasym = eip + eipasym

{p 0 7}{space 1}{text:( 1)}{space 1}{space 1}{res}- eip - eipasym + ip + ipasym = 0{p_end}

{txt}{col 12}chi2(  1) ={res}    0.91
{txt}{col 10}Prob > chi2 =  {res}  0.3388
{txt}
{com}. 
. 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. ************************************************************************************************************************************************************************************************************************************** 
. 
. 
. 
. 
. 
. save "D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.restricted EIP models.01-10-13.allvars.dta", replace
{txt}(note: file D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.restricted EIP models.01-10-13.allvars.dta not found)
file D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.restricted EIP models.01-10-13.allvars.dta saved

{com}. 
. log close
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}D:\Asymmetric Loss Project\New Version (2012)\Data Folder\policy priorities.restricted EIP models.01-10-13.smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res}10 Jan 2013, 20:46:59
{txt}{.-}
{smcl}
{txt}{sf}{ul off}